In a large bowl stir together the oil, herbs, zest, salt, and pepper. Add the prawns, and toss them to coat them well.
Let the prawns marinate, covered and chilled, for 1 hour. Stir in the lemon juice, let the mixture stand at room temperature for 30 minutes, and drain the prawns in a sieve.
Grill the herb-coated prawns on a rack set about 4 inches over glowing coals for 3 minutes on each side, or until they are cooked through. (Alternatively, the prawns may be broiled on the rack of a broiler pan under a preheated broiler about 4 inches from the heat for 4 minutes on each side.) Divide the prawns among 8 plates and serve with lemon wedges and the bearnaise sauce.
Combine the vinegar, tarragon, and shallot in a small saucepan. Bring to a boil and cook until almost evaporated. Remove from the heat and add the water.
Transfer the tarragon mixture to a small metal bowl and whisk together with the egg yolks. Place the bowl over a saucepan of boiling water (the water should not touch the bottom of the bowl) and whisk constantly until the mixture forms thick ribbons.
While whisking constantly, add the butter, little by little, waiting for each addition to be incorporated before adding any more, until a smooth sauce is formed. (You may need to remove the bowl from the water, from time to time, if the sauce gets too hot.)
Whisk in salt and lemon juice, to taste. (Add water to adjust consistency, if desired.)
Yield: about 1 1/2 cups
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