To kill the lobsters, place them in a large bucket of iced water and stand for 15 minutes, then drain and cut in half using a cleaver or large knife. Clean out the heads, but do not wash them in cold water. Alternatively, get the fish market where you bought them from to cut them in half and clean them for you – only do this if you are close to home, have an ice box to transport it in and plan to use it immediately. For the marinade, combine all the ingredients in a shallow dish, add the anchovies, turn to coat, and set aside for 30 minutes.
Meanwhile, for the sambal, combine all the ingredients in a bowl and set aside to infuse.
To make the chilli salt, grind the chilli and salt in a mortar and pestle, then add the lime juice. Just before cooking, rub this on the lobster.
Heat the grapeseed oil in a small wok over medium heat. Fry the fish for 4 minutes, or until golden and crisp. Remove with a slotted spoon and drain on paper towel.
Heat the vegetable oil in a large heavy-based frying pan over high heat and cook the lobsters for 4 minutes or until light golden, but not crisp. Turn the lobsters over and add 1 cup of water. Cover and cook over medium heat for 5 minutes or until just cooked.
To serve, place the lobster tails in the center of a serving platter and arrange the fried anchovies around them. Top with the cucumber sambal and serve immediately.
Note: To make tamarind water, place the 50g tamarind paste in a heatproof bowl and pour over 150ml boiling water. Allow to cool, then mix together to combine well. Strain the mixture through a fine strainer, extracting as much liquid as possible. Discard the solids.