If you want the authentic Anegada lobster dinner experience, go to Potter's by the Sea. I always encourage people to stop by the bar/dock around 4pm to watch your lobster be pulled out of the water and cleaned right in front of you.

For a 5-star experience right on the water, Peter's food at Wonky Dog is some of the best in the BVI. With 2 kids, it might not be a must-do but the food is great.