Heat oil in heavy bottomed pan. I used a dutch oven.
Brown lamb on all sides. Remove from pan.
Add in carrots, onion and soften about five minutes. I didn't have carrots and I used dried plums. They add a bit of sweetness and I used them for a lamb stew that is quite popular..
Add in sliced garlic.
Add in red wine, and simmer for about 5 minutes.
Add in 2 to 4 cups of broth. I used chicken broth. You can use beef broth.You want the liquid about half way up the shanks.
Add in lamb, rosemary, bay leaf.
If using a dutch oven, place in oven with lid for 3 to 4 hours at 300 degrees. You can turn down to 250 degrees after three hours or if the liquid is boiling. Keep it at a simmer.
If using a slow cooker, you can cook on low all day.
Notes
In place of fresh rosemary, use 1 teaspoon of dried. You can also use two teaspoons of herb de provence.