Preheat oven to 325°F. Sprinkle lamb shanks generously with Kosher salt. Heat oil in a heavy, large pot over medium-high heat and sear lamb shanks (in batches if necessary) on all sides until deep golden brown, about 3 minutes per side. Remove shanks and set aside.
Lower heat to medium low and add garlic and ancho chiles. Stir constantly until garlic is fragrant, about 30 seconds. Add orange juice, oregano, vinegar, salt, cumin, ancho chile powder, black pepper, cinnamon, cloves, and bay leaves. Stir to combine, bring to a boil, then reduce heat to maintain a simmer for about 10 minutes.
Using an immersion blender (or letting adobo mixture cool slightly and then carefully transferring mixture to a regular blender), puree until very smooth. Add adobo sauce back to pot and nestle lamb shanks in sauce in a single layer. Lamb shanks should be covered at least half way with sauce, so add some water if needed (I didn’t need it, but it depends upon the size of your pot).
Cover the pot with a lid and cook in oven for 1 hour. Remove from oven, turn lamb shanks, and cook for 1 additional hour without the lid. If meat is very tender at this point, it’s done! If not, allow to cook for an additional 30-60 minutes.
Transfer braised lamb shanks to a platter and top with adobo sauce. Sprinkle with cilantro and serve with Cheddar Jalapeno Polenta.
for the Creamy Cheddar Jalapeno Polenta
Melt butter in a small skillet over medium heat. Add corn and minced jalapeno and cook until softened, about 5 minutes. Remove from heat and set aside.
Bring the milk, 2 cups of the water, and a very large pinch of salt to a boil in a medium saucepan. Reduce heat to a low simmer and add cornmeal in a slow and steady stream, constantly whisking to prevent lumps and avoid the polenta bubbling violently.
Polenta should be at a bare simmer, and cook for 8-12 minutes, stirring occasionally. If the mixture gets too thick (mine always does), add water, ½ cup at a time. I ended up doing this twice.
Remove polenta from heat, stir in the corn/jalapeno mixture, olive oil, and cheddar cheese. Season with Kosher salt and freshly ground black pepper.
If needed, you can braise the lamb shanks ahead of time, allow to cool and refrigerate for one day. Reheat covered with lid in 325°F oven until lamb is heated through.