Preheat the oven to 400°F/200°C, then choose a roasting pan or baking dish that is large enough to hold your lamb shanks and vegetables. Sit this aside.
Now create the herbed cooking fat. Put the cooking fat of choice into a food processor or blender with 2 sprigs of rosemary, 10 to 12 sage leaves, and all of the fresh thyme leaves. Pulse this together until combined, then set it aside.
Next, create a pocket in each lamb shank by cutting from the base upwards. Stuff this pocket with the flavored cooking fat you just made.
Now, fold 4 arm-length sheets of aluminum foil in half, and place them into a roasting pan. They will create a pouch for he lamb and vegetables to sit into.
Next, divide the vegetables between the 4 aluminum foil pouches. Add garlic, carrots, onion, and leek to each pouch.
Then, rub the stuffed lamb shanks with olive oil, and season with salt and black pepper.
Place the lamb shanks on top of the vegetables in the roasting pan. Then, add the remaining rosemary and sage on top of the shanks.
Add a bit of water to each aluminum foil package, then seal over the lamb shanks. Place them into the oven and bake for 2 ½ hours, until the meat is tender.