First, in a large pot heat the oil. Season the lamb shanks with salt and pepper. Add the shanks to the hot oil and brown well on all sides. Remove the shanks from the pan. Add the onions to the same pot and saute till tender. Next, add the ketchup, broth, water, wine, vinegar, sugar, lemon juice, worcestershire, bay leaf and rosemary and stir to combine well. Bring the mixture to a simmer, then add the lamb shanks back to the pot. Cover the pot and place in a 325? oven. Bake for 2 hours. To serve, adjust the seasoning. Add in the parsley and serve the shanks with the sauce.