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For the lobsters: Remove the claws and knuckles from the lobsters. The lobster tails may be cooked separately and served alongside the risotto with the compound butter for dipping, or reserved for future use.
Get a large pot with about 2 gallons of water to a roaring boil. Add the bay leaves, lemons and onions and let it go for 5 minutes. Next add the claws with the knuckles attached and let boil until the shells turn bright red-orange, about 5 minutes. While this is occurring, prepare an ice water bath for the claws. When the time is right, remove the claws and knuckles from the boiling water and soak them in the ice bath. Do not throw out the leftover boiling liquid, as this is the base for the lobster stock. Once totally cooled, remove the meat from the claws and knuckles. Keep both the meat and the shells.
Strain the boiling liquid to remove large objects, and then bring it to a simmer, adding the leftover shells from the claws and knuckles. Simmer for about 20 minutes, and then strain again and keep warm.
For the risotto: Heat the grapeseed oil in a large to medium saucepan and add the garlic and shallots. Cook the vegetables until translucent, and then add the rice. Slightly toast the rice until you can smell it, about 2 minutes.
Next add the wine and cook until the liquid has reduced by three-quarters. Add some of the hot lobster stock, using only enough to barely cover the rice. Keep going over a medium heat until the rice has absorbed the liquid, stirring occasionally. Add a little more of the lobster stock, just to cover the rice again. Continue this process until the rice tastes just a bit under al dente. Add 4 tablespoons of the compound butter, as well as the mascarpone and Parmesan. Stir to combine. Add more stock as needed if it's too thick. Add salt to taste and top with the chives.
Portion the risotto into bowls with the lobster meat and serve immediately.