Step 1 - I found this recipe from Bobby Flay. I figure if I am eating something that is brand new to me, this is a name I can trust.
Step 2 - Follow Bobby's steps. These all pretty much worked out ok. I seared the shanks first (these things look like they are out of a Flinstone's dinner). Here is a photo post searing.
Then I added the carrots, celery and onion. Caramelized those guys.
Added roasted garlic, a bunch of port and some red wine and let them cook in the oven for about 2.5 hours. The fact that this recipe had port wine in it was another factor that tipped the scales. I cooked the toasted orzo as well (another first for me), roasted some tomatoes and threw in some broccoli for color.
You don't need to take my word for it. My wife, not the lamb fan, has said that she really enjoyed it and is ready to have it again. I'd recommend this recipe to anyone looking for a great, and pretty simple lamb dish.