Grilled Lobster Bathed in Lemon-Marjoram Oil

Ingredients for the lemon oil:
1 cup extra virgin olive oil
grated zest and juice of 3 lemons
1 bunch marjoram
3 T Limoncello or other lemon liqueur
1 serrano chile (sliced)

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 Ingredients for the lobster:
3 2-pound live spiny or maine lobsters
2 lemons (cut into wedges)
zest of 1 lemon  

Preparing the lemon oil: 
Combine the olive oil and lemon zest and juice in a small saucepan and bring just to a simmer over medium heat. Pour into a heat-proof bowl, add the serrano chile and limoncello, and let cool. Tie up marjoram and place into lemon oil. As soon as the oil is cool, cover and refrigerate for at least 1 hour, or overnight. Strain the oil and keep refrigerated until ready to use. It can be stored in the refrigerator in a tightly sealed jar for up to 10 days, no longer. 

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Preparing the lobster: 
Split the lobsters completely in half and remove the head sacs from each half. Being careful not to lose any of the tomalley - and roe, if the lobsters are female. 

To kill the lobsters, hold each one firmly on a cutting board with the head toward you, plunge a sharp heavy knife into the center of the head, with the blade facing you, and quickly bring the knife down to the cutting board, splitting the front of the shell in half. Place the lobsters shell side down on the grill and cook until nearly done, 6 to 7 minutes. Use marjoram bunch to brush on lemon oil. Turn them flesh side down and cook for 1 minute longer, or until just cooked through, and brush with lemon oil again. Serve warm or at room temperature, with lemon wedges and the remaining lemon oil on the side.