Using a sharp knife, carefully cut the lobster tail meat into bite-sized chunks and set aside.
In a large pot, heat the olive oil over medium heat. Add the finely chopped shallot and garlic, and sauté until they soften and become fragrant, about 2-3 minutes.
Stir in the tomato paste, allowing it to cook for another minute to deepen its flavor.
Pour in the dry white wine, scraping the bottom of the pot to release any caramelized bits, and let it reduce slightly for about 2 minutes.
Add the seafood stock and a pinch of saffron threads to the pot, stirring well. Bring the mixture to a gentle simmer.
Allow the bisque to cook for 5-7 minutes so the flavors meld together. Avoid boiling to preserve the silky texture.
Reduce the heat to low and gently stir in the low-fat Greek yogurt until the soup becomes creamy. Do not boil once the yogurt is added to prevent curdling.
Finally, add the lobster chunks and let them warm through for an additional 2-3 minutes. Season with salt and pepper to taste.
Serve the bisque warm, garnished with a few extra saffron strands if desired.