Preheat the oven to 200C/180C Fan/Gas 6. Bring a large saucepan of water to the boil and salt it generously. Add the macaroni and cook for 8-10 minutes, or until just shy of al dente. Drain well.
Separate the lobster flesh from the tails, chop into bite-sized chunks and set aside. Put the shells in a saucepan and heat on a high heat. Pour in the white wine and allow to bubble fiercely. Remove from the heat and strain, discarding the shells and reserving the wine.
Put the milk, bay leaf and onion slice into a saucepan. Heat slowly, until the milk is just below boiling point, then remove from the heat. Set aside. Leave the milk to infuse with the bay leaf and onion.
Heat the oil and butter in a large saucepan. Add the diced onion and bacon and fry until the onion is lightly caramelised and the bacon is crisp and brown.
Add the garlic and thyme, then stir in the flour, mustard powder and cayenne. Stir until you have a roux (it will be lumpy because of the onion and bacon), then gradually add the milk, stirring between each addition, until it is all incorporated and you have a béchamel sauce. Add 50g/1¾oz each of the two types of cheeses and the reserved wine and stir on a low heat until the cheese has melted.
Mix the sauce with the macaroni and stir in the lobster meat. Pour into a large, shallow ovenproof dish.
Mix the breadcrumbs with the remaining cheese. Sprinkle this over the macaroni. Bake in the oven for 30-35 minutes, or until it is piping hot, browned and bubbling.
To garnish, heat a frying pan over a high heat. When hot add the butter and the lobster tails. Cook for 1 minute on each side until warmed through. Add the brandy and light with a match to flambé. (CAUTION: Keep well back from the flames and allow to die down before serving.) Remove the lobster tails from the pan and cut lengthwise. Place on top of the macaroni cheese and serve.