To a deep kettle of rapidly boiling water add bay leaves and lemon juice. Plunge lobsters head first into boiling water. Bring back to boiling and cook 10 minutes. Remove from water, let cool, and remove meat from claws and tail. Discard body and shells. Cut meat into bite-sized chunks.

Place brandy, fennel seed, and 1 tablespoon of the tarragon in saucepan. Bring to boil and flambe until flame goes out. Remove from heat. Strain into softened butter. Discard solids. Add remaining tarragon and saffron. Place back on stove and boil briefly. Mound lobster meat on bed of shredded lettuce. Garnish with avocados and mushrooms. Pour butter sauce over dish and serve at once.