Preheat oven to 375F.
Cover lamb shanks with flour. Cover fully.
Heat 1 tablespoon of canola oil in a Dutch oven over medium-high heat, and sear the shanks on all sides until brown and slightly crispy.
Heat the remaining oil in a sauteing pan. Add the onions and sauté for several minutes until soft. Add the mushrooms, garlic, thyme, lemon and orange zests, bay leaves, jalapeno, and stir for a minute or two.
Add the shanks, potatoes, and carrots.
De-glaze the Dutch oven used to brown the lamb with a little stock. Pour in the remaining stock and bring to the boil. Add the orange juice and season with salt and pepper. Cover and transfer to the oven. Cook for an hour and a half, then remove the lid and cook for a further 30 minutes or longer.
Remove the shanks and bay leaves. Add the sour cream and stir until well combined. Return the shanks to the Dutch oven and serve.