Jamie Oliver's recipe, Incredible Baked Lamb Shanks, includes a rosemary, sage and thyme butter and is prepared by baking them in an oven. The recipe is published on his website at JamieOliver.com.
Begin by preheating the oven to 350 degrees Fahrenheit. Blend the leaves from two sprigs of rosemary, the leaves from two sprigs of thyme and about 12 sage leaves along with about 1/3 cup of butter in a food processor. Season the herb butter to taste with salt and freshly ground black pepper. Cut a hole in the 4 lamb shanks between the meat and the bone, creating a pocket for the herb butter. Divide the butter evenly between the four lamb shanks and push the butter deep into the pockets.
Divide 12 cloves of unpeeled garlic, 2 large, peeled and finely sliced carrots, one peeled and finely sliced onion, and one halved and finely sliced leek amongst four folded pieces of aluminum foil, each about the size of a sheet of paper. Pile the vegetables into the middle of each aluminum foil sheet along with a sprig of rosemary and a few sage leaves. Coat the lamb shanks with olive oil, season with salt and pepper, and place each on top of one of the four aluminum sheets. Wrap the sides of the foil up around the shanks and pour a generous sip of white wine into each pouch before sealing the foil up around the bone.
Place the lamb shanks onto a baking tray with the bones facing upward and bake at 350 degrees Fahrenheit for 2 1/2 hours, or until the meat is tender. Serve the foil packets as is, allowing the diners to unwrap them on their plates.