Preheat oven to 325°F. In a medium bowl, combine crackers and shrimp. Stir in melted butter to form a stuffing. Spread on top of lobster tails and roll from one end of the tail to the other. If tails are too thick, slice them in half horizontally. Secure the rolls with toothpicks and place in a greased 8-inch square baking dish. In a saucepan over medium heat, combine the soup, milk and cheese. Cook and stir until cheese has melted. Pour over the stuffed lobster tails. Top with any leftover stuffing mixture. Bake for 25 min. or until sauce is hot and lobster meat is opaque. (serves 4)