When Lobster Rolls are made the most common type of bread used to make Lobster Rolls are New England Style Hot Dog Buns.
You can use any other type of bread or other hot dog buns you want to make Lobster Rolls at home but when you go out to eat and order a Lobster Roll it will usually be made using New England Style Hot Dog Buns.
I always use New England Style Hot Dog Buns myself too when I make homemade lobster rolls at home.
Make sure you use soft bread so that the lobster roll is easier to eat and enjoy as hard bread makes the lobster roll not as good or easy to eat.
When making homemade lobster rolls I also like to toast the exterior of the bun and brush it with a little butter which gives it a better flavor.