How to Bake Preheat oven to 375 degrees and bake Cheddar Chive Biscuits. Add lobster tails, crab legs to a large pot of boiling water. Let cook for 15 minutes. Heat up a separate skillet with oil in it. Dip shrimp into egg and then coat in breadcrumbs. Fry shrimp in the skillet until golden brown. Once all elements are cooked, melt butter to spread on top of lobster tails, crab legs and green beans. Sprinkle everything with Old Bay seasoning and fresh parsley. Enjoy!