This will make a whole batch of mayonnaise, so not only can you enjoy it with lobster, you'll have plenty left over that you can enjoy in other ways - whether you mix in some juicy fresh prawns or crabmeat and top halved avocados, or have in a baguette, have as a topping for jacket potatoes, or even mix a spoonful into eggs for a tasty rich omelette...
It's no different to making 'normal' mayonnaise (which I think is actually quite easy), you just flavour the oil first - my recipe for lobster oil is here and just takes 20 minutes plus cooling down time.
My preference is to make mayonnaise in a bowl with a whisk by hand, as I've never had a fail that way, it only takes a few minutes and you can see that the egg yolks are emulsifying as you go - however I've included videos for making it with a normal food processor or a Thermomix.