Preheat the oven to 200C/400F/Gas 6.
Using a large sharp knife, chop the lobster in half so that the head and the body are separated. Chop the head into two lengthways and remove the brains using a spoon. Clean the empty shell in cold water. Bash the body of the lobster with a rolling pin to crack the shell, then remove the lobster meat from the shell and slice into pieces. Place the flesh inside the empty head shells.
Melt the butter in a small pan. Add the flour and stir over the heat for 2-3 minutes.
Add the champagne, milk and Dijon mustard to the pan. Whisk together over the heat until the sauce has thickened and is smooth.
Add the egg yolk and salt and freshly ground black pepper, to taste. Whisk a little more to combine.
Place the egg white in a bowl and whisk with an electric hand whisk until stiff peaks form when the whisk is removed from the bowl.
Carefully fold the egg white into the sauce mixture.
Spoon the soufflé mixture on top of the lobster meat in the head shells, and place the shells onto a baking sheet.
Cook in the oven for 5-8 minutes until the soufflé has risen and is golden-brown and cooked through.
Serve on a plate garnished with chervil, chives and a few slices of bread.
