Step 1Bring a large stockpot of water to a boil and add enough sea salt to taste like the sea. Add the bay leaf and thyme. Plunge the lobsters, head down, into the boiling water and cover. Boil for 2 minutes, then remove the lobsters and drain.
Step 2Place a lobster on its back, and using a large cleaver or heavy knife, cut it in half lengthwise. You may need to pick it up and open it like a book, cracking stubborn parts of the shell. Using a mallet, crack the claws. Brush the cut surfaces with some of the olive oil. Sprinkle with salt and pepper. Brush the onion slices with the remaining olive oil.
Step 3Melt the butter in a medium saucepan. Remove from heat, add the zests and tarragon, and let infuse for 5 minutes. Set aside.
Step 4Grill the onions for 10 minutes on one side, then turn over and grill 10 minutes on the other side. Remove to a platter.
Step 5Grill the lobster halves, cut side down, for 4 minutes. Turn over and grill for 4 minutes, shell side down. To serve, divide the grilled onions among 4 plates. Place half a lobster on top, cut side up, on each plate. Drizzle with citrus butter, then sprinkle with fleur de sel and pepper.