1 pound cooked lobster meat or cooked shrimp, cut into 1/3-inch pieces (about 2 1/2 cups)
Salt and freshly ground black pepper
4 whole-wheat hot dog buns
1 tablespoon extra-virgin olive oil
Place yogurt in a strainer lined with paper towel and set the strainer over a bowl. Let the yogurt drain and thicken for 20 minutes.
In a bowl, stir together the thickened yogurt, mayonnaise, celery, scallion and lemon juice. Fold in the lobster meat and season, to taste, with salt and pepper. Chill until ready to use. Just before serving, open the hot dog buns and brush the inside with olive oil. Heat a grill pan over moderately high heat and grill the bread, cut side down, until toasted, about 3 minutes. Fill each with 3/4 cup of the lobster mixture and serve immediately.