It is illegal to spear shellfish in the UK.
Ditto all the above advice, particularly Foxfish's point about learning productive holes.
As regards actually catching them, the main thing is to be quick, and not worry about getting pinched. If you are nervous, it is worth taking the first one you catch to a rockpool where it cant escape and practising catching it.
An alternative to a bag is to tie the lobster on your float line using a clove hitch. If you aren't using a float, another option is to wrap the lobster in insulating tape (a roll stuffs up the jacket easily and is a lot less hassle than a bag), leaving a loop to thread it on your belt stringer
cheers
dave
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