Make the aïoli. With all the ingredients at room temperature, beat the egg yolk in a bowl with the garlic, lemon juice and a large pinch of salt and pepper, either by hand or with an electric whisk. Gradually add the oil, drop by drop, beating constantly until it is all completely incorporated and you have a thick, smooth emulsion. Stir in the chives.
Dot the lobster tails with the butter and drizzle with the garlic oil. Cook the lobster tails, flesh-side up, under a preheated grill for 7–8 minutes until cooked through. Sprinkle with the lemon rind and chopped chervil and serve immediately with cucumber ribbons and the aïoli in small bowls.