Preheat your oven to 325 degrees Fahrenheit (160 degrees Celsius). Pat the lamb shoulder dry with paper towels and rub it thoroughly with the olive oil, kosher salt, and black pepper.

In a large, heavy-bottomed roasting pan or Dutch oven, arrange the thickly sliced fennel, orange slices, lemon slices, smashed garlic, and cinnamon sticks in an even layer to create a fragrant bed for the meat.

Place the seasoned lamb shoulder directly on top of the fennel and citrus mixture. Carefully pour the broth and dry white wine into the bottom of the pan so you do not wash the seasoning off the meat, then drop in the fresh thyme sprigs.

Cover the pan tightly with a heavy lid or a double layer of aluminum foil. Roast in the preheated oven for 3.5 hours, allowing the meat to slowly braise until it is incredibly tender and easily pulls apart with a fork.

Remove the foil or lid for the final 30 minutes of cooking. This allows the top of the lamb to turn golden brown and the edges of the fennel to beautifully caramelize.

Transfer the lamb to a cutting board, tent loosely with foil, and let it rest for 15 minutes before serving. Pull or slice the meat and serve alongside the roasted fennel and citrus pan juices, ladled over mashed potatoes or a thick slice of crusty bread.