For the saffron aioli,whiz the yolks,garlic,mustard,salt and lemon juice in a blender or processor. Very gradually,add sunflower oil,then olive oil,blending until thick,smooth and silky. Crush saffron in 1 tbsp boiling water and beat into aioli. Refrigerate until needed.
Heat a flat or ribbed barbecue grill. Cut the lobster tails in half lengthwise. Brush the cut sides with olive oil,season well,then cook shell side down for 10 minutes,until nearly cooked through. Turn and cook flesh side down for 3 mins until coloured.
Toss the rocket with tomato,olive oil,lemon juice,salt and pepper.
Serve lobster on top with a big dollop of aioli.