Preheat the oven to 160° C/300° F/Gas 4.
Season the lamb shanks with the pepper, saute both sides in a casserole with the olive oil for 5 mins.
Add the onions and garlic. Add two of the anchovy fillets and add to the casserole. Tear in the rosemary and bay leaves and add the stock and wine, simmer.
Put casserole in the oven for two hours.
Remove the shanks to a serving dish and leave to rest in a warm place. Meanwhile, add two more chopped anchovies and the chopped parsley. Bring the sauce to the boil, check seasoning and serve poured on the lamb shanks.
Turn lamb shanks round halfway through cooking.
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