First of all, they're not that small — 2-ounce lobster tails are available. Second, yours are more often called slipper lobster tails, coming from a number of lobster species related to the rock lobster, and are likely to come from the waters off Brazil or Taiwan. Third, frozen lobster tails tend to be tougher than fresh, so there may be a bit of rubberiness no matter what you do. Nonetheless, they should be delicious!
As to preparation, you can thaw them in the refrigerator for 8 to 10 hours or in a microwave oven (especially if it has an auto-defrost setting). You can cook them frozen, but they tend to be more tender if thawed first. Many people would broil them, but it's hard to keep sections from overcooking. You can bake them in a 400°F (205°C) oven for 8 to 10 minutes (if they were thawed in advance; longer if frozen). Brush them with a bit of butter or olive oil before they go into the oven. Serve with lemon juice, butter, or a fancier sauce such as hollandaise or beurre blanc.
You can also steam the tails for about 5 to 7 minutes. They will curl up as they steam, so for the sake of presentation, you might like to run a wooden skewer through the length of each tail. The steaming liquid (a cup is enough) can just be water, but if you use white wine, you could also use it to make a sauce when the lobster is done. Reduce the liquid in a saucepan and add a few tablespoons of tarragon, parsley or chervil and finish the sauce with a little butter or cream.
You can also grill them (oil the grill surface first to keep them from sticking), but it will take a deft touch to keep them from drying out. There are other options, too, after you steam or bake them. You can make a delicious lobster stew or bisque. Or put them in the refrigerator to cool and make a huge lobster salad.
Or do what some Mainers do (with Maine lobster) — cool them, cut up the meat, add a little mayonnaise, plink the mixture in store-bought hot dog buns (a slice of lettuce is optional) and feast on what we call lobster rolls.