1. To prepare lamb, combine the first 4 ingredients; set aside 1 teaspoon herb mixture. Rub lamb evenly with remaining herb mixture. Heat oil in a large Dutch oven over medium heat. Add lamb to pan; cook 2 minutes on each side or until browned. Remove lamb from pan; keep warm. Add onion, carrot, and garlic to pan; cook 5 minutes or until lightly browned and tender, stirring occasionally. Add wine and reserved 1 teaspoon herb mixture; bring to a boil. Cook until mixture is reduced to 2 cups (about 6 minutes). Add broths; bring to a boil. Cook until mixture is reduced to 1 3/4 cups (about 5 minutes). Return lamb to pan; cover, reduce heat, and simmer 2 1/2 hours or until lamb is tender, turning shanks occasionally.
2. To prepare gremolata, combine parsley and remaining ingredients.
3. Remove lamb and vegetables from pan with a slotted spoon; keep warm. Place a large zip-top plastic bag inside an 8-cup glass measure or bowl. Pour broth mixture into bag; let stand 10 minutes (fat will rise to the top). Seal bag, and carefully snip off 1 bottom corner of bag. Drain drippings into pan, stopping before fat layer reaches opening; discard fat. Bring broth mixture to a boil; cook until reduced to 2 cups and thickened (about 12 minutes). Spoon sauce over lamb and vegetables; top with gremolata.