In a slow cooker, place the lamb shanks and cover with all the ingredients for the sauce. Cook on high for four to five hours or until the meat is soft.
Remove the meat from the sauce and allow to cool. Set aside the sauce to use later.
Cut the puff pastry in two. Wrap each lamb shank in the pastry.
Bake in the oven at 220°C for 30 to 40 minutes until the pastry is golden brown.
Heat the sauce before serving. Serve the lamb shanks with mashed potatoes and your choice of other vegetables with the sauce.