How to Make It
Preheat oven to 325°. Season lamb with salt and black pepper; let stand at room temperature 30 minutes. Cook 3 shanks in 2 Tbsp. hot oil in a large Dutch oven over medium-high heat 2 minutes on each side. Remove shanks, and repeat procedure with remaining shanks and oil, reserving drippings in Dutch oven.
Cook tomato paste in drippings about 30 seconds or until tomato paste chars slightly. Add wine; bring to a boil, stirring to loosen browned bits from pan. Boil 3 minutes or until mixture is reduced to 1/3 cup. Stir in consommé, next 8 ingredients, and 1 cup water. Return shanks to Dutch oven. Place parchment paper directly on shanks; cover with a tight-fitting lid.
Bake at 325° for 3 hours or until meat is very tender and pulls away from bones. Let shanks stand, covered with parchment and lid, in Dutch oven at room temperature 30 minutes.
Melt 2 Tbsp. butter in a skillet over medium-high heat; add panko, and cook, stirring often, 1 minute or until lightly browned. Toss panko mixture with cheese, thyme, and rosemary. Place mixture in a shallow bowl.
Preheat broiler with oven rack 7 inches from heat. Discard parchment paper from lamb shanks. Remove shanks from Dutch oven, reserving cooking liquid. Dredge each shank in panko mixture, pressing to adhere. Spray shanks lightly with cooking spray, and place on a lightly greased rack in a broiler pan. Broil 2 to 3 minutes on each side or until coating is golden and crisp. Transfer shanks to a platter; cover loosely to keep warm.
Skim fat from cooking liquid, and pour through a wire-mesh strainer into a large saucepan; discard solids. Bring to a simmer over medium-high heat. Simmer, whisking occasionally, 5 minutes or until sauce reduces slightly. Remove from heat. Add remaining 2 Tbsp. butter, and whisk until butter melts and sauce is smooth. Serve sauce with shanks.