Directions

1. Preheat the oven to 325 degrees. With a sharp knife, cut about 1 inch from the bottom (narrow end) of the shank bones down to the bone and all the way around; this will help expose the bone while cooking. Season with salt and pepper; set aside.
2. Heat oil in a large heavy pot over medium-high heat. Working in batches, add lamb, and sear until brown all over, about 2 minutes per side. Remove from pot, and set aside.
3. Pour off all but 3 tablespoons fat. Add celery, carrot, and onion, and cook until soft and beginning to brown, 5 to 6 minutes. Add tomato paste, and cook about 3 minutes more. Stir in red and white wine, thyme, bay leaf, peppercorns, anchovies, garlic, vinegar, and sugar. Increase heat to high, and bring to a boil. Cook for about 5 minutes to burn off some of the alcohol. Add veal and chicken stocks.
4. Add lamb and return to a boil. Cover and transfer to oven. Cook for 1 hour. Uncover and cook until meat is very tender, turning the shanks over every half hour, 2 1/2 to 3 hours more.
5. Remove shanks from braising liquid; strain the liquid and discard the solids. Skim any fat that rises to the surface and use the liquid as a sauce. Spoon some polenta onto a serving plate. Top with a lamb shank. Spoon sauce around plate and serve immediately.