Plunge lobsters headfirst into plenty of boiling salted water. Add dill and cook in gently boiling water for about 15 minutes.
Rinse watercress, pat dry and remove coarse stems. Peel 2 oranges, remove pith and membranes and collect the juice. Juice other oranges. Heat 20 g (approximately 1 1/2 tablespoons) butter in a pan. Split vanilla bean, scrape seeds into butter and drop in pod. Add orange juice and season with a pinch of salt and cayenne pepper. Gently simmer for 2-3 minutes.
Remove lobster from pot and crack open. Remove meat and cut into pieces.
Remove vanilla pod. Whisk remaining butter and stir into sauce. Toss orange segments, lobster and watercress briefly in sauce and serve. Garnish with nasturtium flowers if desired.