Rub the lamb shanks with salt and pepper, then brown them all over in a frying pan in 3 tablespoons of the olive oil. Put into a casserole dish with a tight-fitting lid.
Add some more of the olive oil to the frying pan and, over a low heat, sweat the onions until soft and translucent. Add the garlic and sauté for 2 minutes. Transfer to the casserole dish, distributing around the shanks.
Over a high heat, deglaze the pan with the wine, stirring and scraping up any bits using a wooden spoon, then pour the liquid over the lamb. Add the tomatoes with their liquid, the bay leaf and oregano.
Bring to the boil, put on the lid and reduce the heat to a simmer. After 1 1⁄2 hours, test to see whether the meat is done. If not, continue cooking until it is tender.
Remove the shanks and keep warm on serving plates. Discard the bay leaf, and transfer the tomato and onion mixture to a blender or food processor. Whiz briefly and pass through a sieve. Spoon the sauce around the shanks and serve immediately.