How to Make It
In a medium skillet, heat the olive oil until shimmering. Add the chopped chiles and fry over moderate heat, stirring, until fragrant and the color deepens, about 30 seconds. Remove from the heat and let cool completely.
In a food processor, combine the chiles and oil with the mayonnaise and puree until nearly smooth. Scrape into a bowl and season with salt and pepper.
Chilled cooked lobster and shrimp.