Combine lobster, mayonnaise, 2 teaspoons tarragon, and 1/4 teaspoon salt; cover and refrigerate.
Combine fennel, remaining 1/4 teaspoon salt, orange rind, and next 5 ingredients (through pepper).
Heat a large nonstick skillet over medium heat. Coat pan with cooking spray. Add buns to pan; cook 2 minutes on each side or until lightly browned. Place 1/3 cup fennel salad in each bun. Top each serving with 1/2 cup lobster salad.