1. In a bowl, combine the lobster, celery, mayonnaise, lemon juice, salt, black pepper, and cayenne. Stir well and taste for seasoning. Add more salt and black pepper, if you like.
2. Brush the cut sides of the rolls with butter. On a griddle or in a cast-iron skillet, brown the rolls for 2 minutes or until they are golden on the undersides. Turn and brown the other sides.
3. Fill the rolls with lobster salad.