Cook lobsters. Split down the middle. Remove the intestinal tract and the “lady,” the small sac near the head. For the filling, combine tomalley, melted shortening, and crumbled saltines. Add Worcestershire sauce, cooking sherry, and mayonnaise; mix well. Place filling in the split body cavity and pad over the top. Wrap the claws in tinfoil so they won’t dry up. Bake at 400 degrees F or until stuffing is crisp on top.