I buy New England style hotdog buns in Ohio. The Kroger chain carries a couple of brands, including Nickles.
However, if you cannot find them you can always do a little trim work on the other type of hotdog buns. First, try to find buns that have not been pre-sliced. Use a serrated blade to slice off the rounded sides, then make your own opening. With pre-sliced buns you can perform similar surgery, although you’ll always end up with one side thinner than the other.
After performing the required surgery it’s easy to just butter both sides and toast them on a grill or in a skillet. The result may not look exactly the same as a flat-sided, top-sliced New England style bun, but it will eat just about as well.
One thing more: I trust you’ll be making Connecticut style, hot buttered lobster rolls and not those awful salad things one finds in other areas of New England masquerading as lobster rolls.[:D]