At CN, you'll only be able to get lobster on lobster night (during lobster season July 1 - March 31) unless you attend the repeaters' dinner where it is sometimes serverd. Another option is to walk down the beach from CN to The Office of Nature where, for US$15 - $25, they'll cook you a fresh lobster over a fire.
I think it's Friday nights only. We grab lunch down at the office of nature a few times during the week. The lobster there is great, they cook it over an open fire. $20 gets you a lobster and a red stripe. Take a right out of the resort and go to the original which is the 2nd office of nature towards the end of the bay.