Kill the lobster in bubbling boiling hot water. Cut off the claws and tap them. Cut the body in half lengthwise, remove the stomach sac and the intestines.
Cut the onion in half and slice into a strip. Cut the fennel into narrow strips as well. Grate about a tbsp. of zest from the orange. Fillet half an orange, skin the fillets, collect the juice, juice the other half of the orange.
Slice the garlic clove lengthwise very finely. Heat the olive oil in a generous oval frying pan. Place the lobster halves cut-side down and roast leisurely, basting the carcass frequently with the hot oil. After 3 minutes, turn to the other side, season with salt, grind a few turns of pepper over the top, and slide one half into the roasting pan.
In the free half, start by sautéing the fennel. Add the onion and sauté, then add the garlic. The vegetables should be just barely cooked.
Salt, season with pepper and sprinkle with curry, mix well and spread evenly on the lobster halves.
Add the claws to the roasting pan, toast, turning several times, and push aside. Add the two tarragon sprigs to the roasting pan and toast, turning frequently.
While this is going on, arrange the orange fillets on top of the vegetables and place the tarragon sprigs on top. Heat the orange juice in the frying pan, add the Grand Marnier and Cognac, flambé and pour over the lobster skin.