You’ll Need:Lobster Sauce: 2 live, (1 1/4- to 1 1/2-pound) lobsters 2 tbsp olive oil 1 1/3 cup finely chopped shallots 1 cup chopped fennel bulb 3 garlic cloves, chopped 1/4 cup Madeira 4 tsp tomato paste 3 cup chicken stock or canned low-salt broth 1 tbsp butter, room temperature