Well ahead, scatter the citrus zest and the herbs on a baking tray and put to dry in a very low oven until totally dehydrated, about 2 hours. Place the dried zest and herbs (including the fennel tops) in a blender or liquidizer and grind to a fine powder.
Cook the lobster in boiling salted water for 4 minutes, remove and drop into a large pan of iced water. Whe