Lobster Tail Dipping Sauce - 1 vanilla bean (about 4 inches long) 1 sprig fresh thyme, small 1 tablespoon minced shallot 1 cup brut champagne 1/2 cup unsalted butter, cold kosher salt freshly ground black pepper 4 lobster tails (uncooked), about 7 ounce each 1/2 cup unsalted butter, softened 2 teaspoons lemon.