Preheat the oven to 150C/300F/Gas 2.
In a suitable casserole dish, sweat the diced vegetables in some of the olive oil, without browning, until tender.
Add the thyme, bay leaves, garlic, tomato, wine and lamb stock or water, along with most of the orange zest and juice (retain a few pinches of zest and 1 tbsp of juice). Bring to the boil and lower to a gentle simmer.
Heat a little more olive oil in a separate pan and brown the lamb shanks on all sides, seasoning with a little salt and freshly ground black pepper as you go.
Transfer to the casserole dish and cover with its lid. Cook in the oven until the meat is completely tender and coming off the bone.
Remove the shanks from the pan and keep warm while you finish the sauce. Skim off some of the fat that is floating on it. Taste for seasoning and to assess its intensity. Boil to reduce if you think it needs it.
Stir in the reserved juice to refresh the citrus flavour.
Serve one lamb shank on each warmed plate with a generous amount of sauce spooned over. Sprinkle each shank with a little parsley and a pinch of the reserved zest.