Preheat oven to 160°C fan-forced. Pat shanks dry with paper towel and season generously all over with salt and pepper.
Heat olive oil in a large heavy Dutch oven over medium-high heat. Brown the shanks in batches, 4 minutes per side, until deeply mahogany. Set aside.
Reduce heat to medium. Add onion, carrot and celery, cook 6 minutes until softened. Add garlic and anchovies, cook 1 minute, mashing the anchovies into the vegetables.
Stir in tomato paste, cook 2 minutes until it darkens. Pour in the wine, scraping the bottom of the pot. Reduce by half over high heat (about 8 minutes).
Add the stock, crushed tomatoes, rosemary and bay. Bring to a simmer. Slip the shanks back in; the liquid should come two-thirds up the meat.
Lid on. Transfer to the oven for 3 hours, undisturbed. Check at the 3-hour mark; the meat should peel from the bone at the touch of a spoon. If not, give it another 30 minutes.
Lift the shanks out and rest under foil. Skim any fat from the surface of the sauce. If the sauce is loose, reduce on the stove over high heat for 10 minutes until it coats the back of a spoon.
Serve the shanks on a generous puddle of mashed potato or polenta, the sauce spooned over, a scatter of gremolata on top.