Place oven rack in center of oven. Preheat oven to 350°F.
Heat oil in small skillet. Sauté, over medium heat, the onions, garlic, zucchini, mushrooms, and red bell pepper for 4-6 minutes, until vegetables start to soften. Transfer to small bowl double lined with paper towel to absorb the moisture from the sautéed vegetables.
Whisk the eggs just enough to break them up and mix the whites with the yolks. Whisk in the cream. Season with salt and pepper and the Herbes de Provence.
Spray two 6”x4” baking dishes with cooking spray, each dish having 1½ - 1¾ cup capacity. Divide the vegetables and lobster equally between the two dishes. Sprinkle with the Parmesan cheese and first amount of cheddar cheese. Pour egg mixture over the vegetables, lobster, and cheese, dividing equally between the two dishes. Place on baking sheet and transfer to oven. Bake for 18-22 minutes, or until frittatas are puffed up and just set in the center. Add the remaining cheese for the last 2-3 minutes of baking.
Serve with a side salad, toast, fresh fruit, or homefries.