In a medium pan on medium-high heat, melt butter and sauté vegetables until soft. Add spices and lobster bodies; sauté for about 25 minutes. Using a potato masher, crush bodies to help bring out all the flavour. Add sherry and cognac and simmer to reduce for 20 minutes or until thick. Strain to remove lobster bodies, vegetables and bay leaves. Pureé the liquid; stir in cream and warm through.