For a richer flavour, add butter to the bag with the lobster instead of oil, or better yet use a beurre noisette – the nutty flavour will complement the lobster perfectly.
You could also try adding a little shellfish stock to the bag for an extra flavour boost, or a glug of brandy will give an interesting finish.
Another flavour that would work well in the bag with the lobster is vanilla; it's an expensive addition but the sweetness brings out an extra dimension in the lobster.
Try William Drabble’s Warm salad of lobster with truffle oil or Shaun Hill’s Lobster with chickpea and coriander sauce.
You could also use this cooking method for dishes such as Kevin Mangeolles Lobster tortellini or Robert Thompson’s Lobster and cep cannelloni.