Preheat oven to 180°C/350°F (160°C fan).
Mix curry paste, coconut milk and stock in a baking dish, preferably glass or ceramic. Add the onion, potato, star anise, cinnamon and lamb.
Turn the shanks to coat in sauce, then cover with foil.
Bake in oven for 2 hours. Remove foil, bake for a further 1 hour (small shanks) or 1.5 hrs (medium to large shanks), turning lamb twice to brown evenly, until meat is so tender it can easily be teased apart with 2 forks.
Remove lamb onto a plate. Carefully skim any excess fat off the surface. Mix sauce in the baking dish - it should be reduced down to a syrupy thickness.
Serve lamb with sauce over jasmine rice, garnished with chilli and coriander. For a larger banquet, put the curry out on a platter to share!