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For the Lobster
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Steam the lobster. Remove the meat from the tails and claws; chop. Reserve the meat and the shells separately.
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For the Sauce
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Heat a stock pot over medium high heat and add in the olive oil. Cook the fennel and onion until lightly browned, and then add in the garlic. Cook for a minute more.
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Add in the lobster shells and cook for another minute. Add in the fish stock or clam juice and the brandy. Stir everything well and bring to a boil. Reduce heat, then simmer slowly until the liquid has been reduced by half.
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Strain the liquid into a new saucepan, pressing down on the shells to extract as much liquid as possible from them.
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Add in the cream and tomato paste, and bring to a boil. Reduce heat and reduce until the liquid has been reduced by half.
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Season with salt and pepper, and stir in the reserved chopped steamed lobster. Serve.