In saute pan over medium heat, melt 3 tablespoons butter. Add 1 cup leeks. Cook 5 minutes. Add cognac and simmer, stirring, for 1 minute. Add lobster meat and cook 2 minutes. Remove from heat.
In risotto pan over medium heat, melt 1 tablespoon butter with oil. Add fennel and cook 5 minutes. Add 1/2 cup leeks and cook 2 minutes. Add garlic and cook 1 minute. Stir in rice and zest; cook 2 minutes. Add wine and stir until absorbed. Add stock and stir constantly. After 35 to 45 minutes, stir in lobster meat mixture except for claw meat. Stir in 2 tablespoons chervil and season with salt.
Divide risotto among 4 bowls and top each with claw meat. Garnish with chervil sprigs.