Melt a pinch of butter in a pan
Add the shallot, thyme and bay leaf
Deglaze with the white wine before the shallot discolors
Reduce the liquid until you have about 1/3 remaining
Add the rest of the butter in small lumps
Strain the sauce and season to taste with cayenne pepper and salt
Cut the lobster lengthwise and sprinkle with salt, pepper and olive oil
Place the lobster meat-side down in the grill pan or on the barbecue until colored
Then place it on the shell side in an oven dish or with the barbecue lid closed and cook the lobster for about 6 minutes at 180 degrees
Serve the lobster on a flat plate and pour some butter sauce on the tail meat. Keep some of the sauce aside for the claws