Rinse and dry veal shanks. Season aggressively with salt and pepper.
In a Dutch oven large enough to hold just the whole shank, heat the olive oil until just smoking. Place the shank in the Dutch oven and brown evenly on all sides. Remove the shank to a plate and place the onions, celery, carrot, sage and 1 bunch marjoram in the Dutch oven and cook until softened, about 10 minutes. Add the wine, tomato sauce and anchovies and bring to a boil. Add the shank and return to the boil. Lower the heat to a simmer, cover tightly and simmer 2 hours, or bake in a preheated 350 degree F. oven for the same amount of time, or until fork tender. Remove and serve with broccoli or spinach. Sprinkle with the remaining marjoram leaves and serve.
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