1. Prepare lamb:
Cut the American lamb into 3–4 large pieces and season all over with the salt and pepper. Place the lamb into a slow cooker or Dutch oven along with the sliced onion, smashed garlic, and orange quarters. In a medium bowl or large measuring cup, whisk together the orange juice, stock, tomato paste, cumin, smoked paprika, and oregano until smooth and fully combined. Pour the mixture over the lamb and add the bay leaf. Cover and cook on low for 4 hours in the slow cooker, or cover tightly and braise in a 300°F oven for 3–4 hours, until the lamb is fork-tender and easily shreds.

2. Shred the lamb:
Transfer the cooked lamb to a cutting board and let rest for a few minutes. Remove any bones or excess fat, then shred the meat using two forks. Stir in the red wine vinegar and toss the lamb with a few spoonfuls of the braising liquid to keep it juicy and flavorful.

3. Cook the onions:
Preheat the oven to 425°F. Spread the onions onto a large sheet pan and toss with the olive oil, salt, and pepper until evenly coated. Roast for 25–35 minutes, tossing once halfway through, until the onions are deeply browned, softened, and slightly crisp at the edges.

4. Make the aioli:
Combine the mayonnaise, pickled jalapeños, jalapeño brine, garlic, lime juice, Dijon mustard, and a pinch of salt. Whisk until smooth and creamy. Taste and adjust seasoning or acidity as needed.

5. Assemble the Sandwiches:
Slice the baguettes lengthwise and spread a generous layer of jalapeño aioli on both sides of the bread. Pile the warm shredded lamb onto the bottom halves, followed by the charred onions. Top with cilantro, romaine lettuce, and sliced pickled jalapeños. Close the sandwiches and serve warm.