Zest the lemon and mix with the natural yogurt and place in large mixing bowl.
Thinly slice the fennel bulb and red onion. Cut the cucumber in half, deseed and slice thinly.
Segment the orange and pink grapefruit.
Place all in the large mixing bowl with the yogurt dressing.
Toss the salad with the yogurt dressing and season to taste,
Finish with chopped dill.
Cut the lobsters in half using a heavy knife. Scoop out and discard the yellow-green tomalley and break off claws.
Transfer lobster halves, shell side down, to a baking sheet; crack claws and place them on the baking sheet. Drizzle halves and claws with oil, and season with salt and pepper.
Heat a charcoal grill or set a gas grill to high; bank coals or turn off burner on one side. Place lobster halves, flesh side down, and claws on hottest part of grill; cook until slightly charred, 2-3 minutes. Flip lobster over and using a spoon, spread lobster with butter; continue grilling until lobster meat is tender, 3-5 minutes more.
Place the fennel salad in a large bowl and serve the lobster separately on a platter, A nice touch is to grill some half lemons place alongside lobster.
Like Prawns, the lobster will become tough if overcooked. Once the meat turns opaque, it is cooked and should be immediately removed from heat.