2. Rough chop onion, carrot and celery into 1 inch pieces. Put in food processor and pulse until finely chopped (there should be no large pieces).
3. Thoroughly pat lamb shanks dry and add salt and pepper all over.
4. In a large oval or round enamel Dutch oven, heat 2 tablespoons of olive oil over medium-high heat until shimmering (but not smoking). Brown lamb shanks in batches on all sides (including top), about 4 minutes each side. Don't crowd the pan or the meat will steam, not brown. Set browned shanks aside.
5. Turn off heat and carefully remove oil from pan. Wipe out the excess with a paper towel attached to tongs.
6. Return pan to stove and add remaining 2 tablespoons of olive oil to pot. Heat olive oil over medium-high heat and add pulsed vegetable mixture to pot. Spread mixture into a single layer and leave vegetable mixture to cook until translucent, about 7-10 minutes – don't stir mixture during this time, so the vegetables can caramelize a bit on the bottom.
7. Add garlic and cook another 2-3 minutes. Stir in tomato paste and incorporate into vegetable mixture. Cook another minute until vegetables and tomato paste are fully incorporated into a paste-like consistency. Add and thyme, bay leaves, white wine, chicken broth, lemon and lime zests and juices, salt and pepper and stir together.
8. Return the lamb shanks to the pot and bring mixture to a slow simmer. Cover and place in preheated oven. Cook for 3 hours, turning lamb shanks over once halfway through cooking.
9. When ready, lamb shanks should still be attached to the bone, but the meat should be tender and close to falling off the bone. Carefully remove lamb shanks from pot and set aside in a bowl covered with foil.
10. Using a mesh strainer over a saucepan, strain vegetables from mixture, leaving behind the remaining gravy in the saucepan. Press mixture through the sieve with a spoon to extract all the juices. Set aside the Dutch oven for now.
11. Add orange zest and juice to saucepan with strained vegetable liquid. Place saucepan with liquid over medium heat and reduce for about 30 minutes, until mixture is thickened and is a gravy-like consistency (somewhere between a thick gravy and an au jus).
12. Return the lamb shanks and gravy to the Dutch oven to incorporate.
13. Serve lamb shanks (with bone) over cheesy polenta, herbed risotto or mashed potatoes. Spoon additional gravy over the plated lamb shanks and garnish with a thyme sprig.