To make lobster oil: Coarsely crush 2 lobster carcasses with a mortar and pestle, then sauté with 1/2 cup canola oil, the tarragon sprig, and the orange zest in a 3-quart pot over moderately high heat until very brightly colored, 5 minutes. Add the remaining canola oil and bring to a simmer. Simmer on low heat 40 minutes.
Strain through a cheesecloth-lined fine sieve. Cool and refrigerate up to 2 weeks or freeze up to 1 month.