How to Make It
Light a grill. In a medium saucepan, boil 1 cup of the Sauternes with the shallot until reduced by one-third, about 4 minutes. Add the cream and simmer over moderate heat, stirring occasionally, until reduced to 1 1/2 cups, about 15 minutes. Remove from the heat.
Rub the cut side of the lobster tails with the olive oil and season with salt and black pepper. Grill the tails over a hot fire, cut side down, until nicely charred, about 3 minutes. Turn the tails and grill for about 4 minutes longer, or until the meat is just cooked through and the juices are bubbling. Transfer the lobster to a platter and cover with foil to keep warm.
Add the remaining 2 tablespoons of Sauternes to the sauce and bring to a simmer. Working in 3 batches, pour one-third of the sauce into a blender and add one-third of the watercress and sorrel; blend until smooth, then pour the sorrel sauce into a clean saucepan. Reheat the sauce and season with salt, black pepper and cayenne. Serve at once with the lobster tails.