In a large skillet, brown lamb shanks in oilve oil.
Add 1/2 cup water, garlic, 1/2 teaspoon salt, oregano and pepper.
Cook, covered, over low heat for one hour, or until tender.
Rinse lentils and drain.
In a medium saucepan, combine lentils, 3 cups water, onion, celery, bay leaf and 1-1/2 teaspoons of salt.
Simmer, uncovered, 5-6 minutes, or until vegetables are tender.
Pour mixture into greased baking dish.
Top with meat, lemon slices.
Bake 2-25 minutes, until liquid is absorbed and lentils are tender.
Discard onion and bay leaf.