If you are using store bought mayo, you can skip this section.
Crack the egg into a tall, narrow container, just slightly wider than the head of the immersion blender. Add the mustard, and lemon juice, and a pinch of salt.
Pour the oil on top, and allow the mixture to settle. The oil should float on top of the egg.
Turn the immersion blender on high, and mix. Slowly moving the blender up and down, to pull everything together.
Store the mayo in the fridge. It should last up to a week in the fridge.
Mixing the lobster filling
Mix the canned lobster, 4 tablespoons of mayonnaise (either store bought, or the homemade mayonnaise), and the tarragon. Stir to combine.
If desired, add some more salt to the mixture, or more tarragon, depending on taste.
Toasting the rolls
Heat a non-stick skillet on the stove over medium heat.
Butter both sides of the top sliced hot dog buns.
Put the buttered buns on the skillet, with one of the buttered sides down. Allow it to brown. It should only take two or three minutes.
Flip the bun to the other side, and brown the second side. Don’t let them burn.
Making the sandwich
Spoon the lobster mixture into the buns, trying to divide it evenly.
Sprinkle chives over the lobster mixture, and serve.