Use kitchen shears to cut each lobster tail’s shell lengthwise and pull out the meat. Devein it, chop it and refrigerate it. Cut the shells into 2-inch pieces.

Melt the butter in a large pot over medium-high heat. Cook the shells for 4 minutes until bright red. Add the onion, carrot and celery and cook for 6 minutes. Stir in the tomato paste and cook for 2 minutes.

Take the pot off the heat and add the cognac. Return it to the heat and cook for 1 minute. Add the wine and simmer until reduced by half.

Add the stock, rice, bay leaf, paprika and cayenne. Bring to a boil, then simmer, partly covered, for 35 minutes, until the rice is very soft.

Fish out the shell pieces and the bay leaf with tongs. Blend the soup until very smooth in a blender, in small batches with the lid vented and a towel over it, then pour it through a fine sieve into a clean pot, pressing on the solids.

Stir in the cream and warm the soup over low heat. Do not let it boil. Add the lobster meat and poach for 2 to 3 minutes until just opaque. Stir in the sherry, and season with salt and lemon juice.

Ladle into warm bowls and top with chives.