Cook lobster tails according to package directions. Cool; remove meat from shells and cut in bite size pieces.
In saucepan cook celery in butter or margarine until tender but not brown. Stir in thawed soup, milk, mushrooms, 1/2 cup bread crumbs, wine, and lobster. Bring mixture to boiling, stirring constantly. Spoon into 4 baking shells or individual casseroles.
Combine 1/4 cup bread crumbs and shredded cheese; sprinkle over lobster mixture in shells. Bake in moderate oven (350 degree F) for 20 minutes. Trim with parsley and serve with lemon wedges, if desired. Makes 4 servings.