For the chipotle brioche: Combine the yeast, sugar and milk in a small bowl and let sit until foamy, about 5 minutes.
In the bowl of a stand mixer fitted with the dough hook, combine the flour and salt. Mixing on low speed, add the yeast mixture and mix until combine. Mix together the eggs, egg yolks, chipotle puree in a bowl and slowly add the mixture to the flour while continuing to mix on low speed. Mix in the butter, piece by piece until combined and continue mixing until the dough is silky and springy, about 10 minutes.
Remove the dough to a lightly floured surface and lightly knead for 30 seconds. Place in a lightly oiled bowl, cover with clean kitchen towel or plastic wrap and let rise in a warm place for 1 hour or until doubled in bulk. Lightly punch down, cover and allow to rise for 30 minutes longer.
Butter a 12 by 4-inch or 5 by 4-inch loaf pan. Shape the dough into a loaf, being careful to press out any air, and place in the prepared pan. Rub the top with more softened butter cover with plastic wrap and let rise for 2 hours more in a warm place.
Preheat the oven to 375 degrees F.
Bake until golden brown and firm on top, about 25 minutes. Cool in pan for 5 minutes then remove and let cool on baking rack.
For the crispy Serrano ham: Heat oil in a large saute pan over high heat until oil begins to shimmer. Carefully add 2 slices of the ham at a time and cook until crispy on both sides. Remove to a plate line with paper towels.
For the lobster salad: Bring vinegar to a boil, add the saffron, remove from the heat and let steep for 10 minutes.
Whisk together the mayonnaise, vinegar, garlic and honey in a large bowl and season with salt and pepper. Add the celery, onion and lobster meat and gently fold to combine. Add the parsley (and green onion, if using) and season with salt and pepper.
Top lobster salad with crispy serrano ham, tomato and watercress on the Chipotle Brioche.