Preheat oven to 350 deg. F.
Cut off one fourth of each pita pocket and reserve larger portions of pitas wrapped in plastic wrap. Chop smaller portions of pitas into 1/2- pieces and in a shallow baking pan toast in middle of oven until golden, about 7 minutes.
In a bowl stir together mayonnaise, lemon juice, zest, anise seeds, and cayenne until smooth. Add fennel, lobster, romaine, mint, and pita croutons and toss to coat. Fill reserved pita with lobster salad.