Preheat the oven to 325°. In a small bowl, mix the lemon zest with the oregano, pepper, garlic powder, onion powder and 2 teaspoons of salt. Rub the mixture all over the lamb shanks.
In a large enameled, cast-iron casserole, heat the olive oil. Add the shanks and cook over moderately high heat, turning a few times, until browned all over, about 7 minutes. Cover and bake the shanks in the oven for about 2 hours, until very tender.
Meanwhile, in a medium bowl, toss the onion with the vinegar; season with salt. Let stand at room temperature, tossing a few times, until softened, about 20 minutes.
Transfer the lamb shanks to a bowl. Set the casserole over high heat. Add the water and boil, scraping up the browned bits on the bottom. Pour the liquid into a small bowl and skim the fat from the surface.
Pull the meat from the bones in large shreds, discarding the fat and gristle. Transfer the lamb to a bowl. Add the cooking juices and toss well. Season with salt.
Spoon the shredded lamb into the pita and spread a thick layer of the Tomato-Ginger Compote on top. Garnish with the pickled red onion and feta and serve.
The shredded lamb and pickled onion can be refrigerated separately for up to 2 days. Rewarm the lamb before assembling the sandwiches.
Lamb is a classic match for the red wines of Rioja in Spain.
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