Preheat oven to 325˚F.
Heat 2 tablespoons of the vegetable oil in a large, deep, skillet over medium heat. Season the lamb shanks with salt and pepper, and add 4 of the lamb shanks to the skillet (fewer if the pan is too crowded). Cook about 10 minutes, until well browned all over, and repeat with remining lamb shanls and vegetable oil. Transfer the lamb shanks to a large roasting pan and discard the fat from the skillet.
Add the olive oil to the same skillet and heat over a medium flame. Add the garlic, onions, carrots, and celery, and cook about 10 minutes, until softened. Pour the wine into the skillet and raise heat to medium-high. Bring to a boil and simmer for 3 minutes. Stir in the tomatoes, chicken stock, orange zest, oregano, and 2 tablespoons of the chopped parsley, and bring to a boil. Pour into the roasting pan over the lamb shanks. Braise in the oven about 3 hours, or until the lamb shanks are very tender.
Increase the oven temperature to 350˚F. Transfer the lamb shanks to a large deep baking dish and cover with aluminum foil. Set aside. Pour the sauce and vegetables from the roasting pan into a large saucepan. Remove the strips of orange zest with a slotted spoon, and discard. Over medium heat, simmer the sauce about 15 minutes, skimming the surface occasionally. Season with salt and pepper, and pour it over the lamb shanks into the baking dish. Recover with aluminum foil, and bake 10 minutes.
To serve, set one lamb shank on each plate and spoon some sauce on top. Sprinkle with the last of the chopped parsley.