Preheat oven to 400 degrees F. Place the lamb shanks, tomatoes, stock, sugar, and oregano in a large baking dish and cover tightly. Bake for 45 minutes, then turn the shanks, add the lentils, and bake, covered, for a further 45 minutes or until the lamb is soft.
To serve, spoon the lentils and shanks onto serving plates and top with the pan juices. Serve with creamy mashed potatoes if you wish.
Note: Ask your butcher to trim both ends of the shank bones for you.