Rub lemon and garlic over the lamb shanks; let stand for 10 minutes. In a large resealable plastic bag, combine 3/4 cup flour, salt and pepper. Add shanks, one at a time, and shake to coat.
In a large skillet, brown lamb in oil over medium-high heat. Transfer to a shallow roasting pan. Stir the remaining flour into the skillet; cook and stir until browned. Stir in the consomme, water and vermouth until blended. Bring to a boil; cook and stir for 2-3 minutes or until thickened.
Stir in the onion. Pour over lamb. Bake, uncovered, at 350° for 1-1/2 hours. Turn shanks; add the carrots and celery. Cover and bake 1 hour longer or until meat and vegetables are tender.
TEST KITCHEN TIPTrim the fat from the shanks before cooking. Thicken juices for gravy if desired.