Detach the scampi tails, place them in a large pan with 4 tablespoons of very hot oil, turning them over to sear them on all sides. Add the Cognac and the Champagne, season with salt and pepper, reduce the cooking liquid by 2/3, then mix in the cream. Flavor with the curry powder and cook on a high heat until the sauce has reduced by half. Place the scampi on a hot serving dish and coat with the sauce strained through a fine mesh sieve.