Preheat oven to 275 degrees F and line a heavy-duty baking sheet with aluminum foil. Mix together spices in a bowl.

Place the lamb shanks on the baking sheet and rub the spice mixture all over, coating the entire surface of each shank. Tightly cover the lamb shanks with another sheet of aluminum foil and bake in the oven for 3.5 to 4 hours until fork tender. Meat should easily pull away from the bone.

Preheat outdoor grill on high. If desired, brush the lamb shanks with BBQ sauce (you can leave them dry if preferred) then place on the heated grill. Grill for 3-5 minutes per side brushing with additional BBQ sauce after flipping. (*see note)

Remove from grill and let rest a few minutes before serving.

Note: *Watch carefully to ensure shanks don't catch on fire while grilling as can happen when the fat from the shanks drips down the grill grates onto the flame.