In a small bowl, combine oil and garlic and brush the sides of the lobster tails with the mixture. Season the lobster with pepper.

Add a generous 6" (15 cm) depth of water to a large pot and bring to a full boil. Place the lobster tails cut side up in a steamer basket, carefully place the basket in the pot and cover the pot with a tight-fitting lid. Steam the lobsters over high heat, about 6 to 8 minutes, or until the tails are cooked through.

Meanwhile, make the saffron butter. Place shallots, vinegar, wine and ¼ tsp (2 mL) saffron threads in a small saucepan and simmer over medium-low heat until reduced to about 3 tbsp (45 mL). Strain the liquid, discard the solids and return liquid to the pan. Add the cream and remaining saffron threads; simmer 2 to 3 minutes or until slightly thickened. Gradually add butter cubes and whisk until butter has melted and mixture is well combined. Do not allow the sauce to boil. Remove from heat, whisk in the lemon juice and lightly season with salt and pepper. Serve the warm saffron butter with the lobster tails and a crisp green salad.