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Crack the lobsters open using the back of a chef’s knife or a lobster cracker. Do this carefully so the shells don’t break into a lot of small pieces. Or, ask your fishmonger to remove the shells. Pull out the lobster meat and discard the shells. Roughly chop the meat into 2cm pieces, then put in a bowl, cover and chill until needed.
Mix the mayonnaise, lemon juice, celery, most of the chives and cayenne together in a small bowl. Taste for seasoning, adding more lemon juice if needed. Toss the lobster with the dressing.
Slice a thin piece off the sides of each bun, then split them open, being careful not to cut all the way through. Melt the butter in a frying pan and fry the buns for 1-2 mins on the cut sides until golden and toasted. Pile the lobster filling into rolls, then sprinkle with another pinch of cayenne and the reserved chives. Eat alongside some ready salted crisps, if you like.