Remove the lobster from the skillet and keep hot. Reduce the lobster liquid slightly over high heat, then add it to the coral and tomalley. Beat the egg yolk well in a bowl. Slowly beat in a few tablespoons of the sauce, then gently stir the mixture into the remainder of the sauce. Heat very gently. Do not boil.
Arrange the lobster on a heated serving platter and pour the sauce over it. Garnish with parsley.