How to Make It
Preheat the oven to 350°. In a heatproof bowl, cover the chiles with the boiling water and set aside until softened, about 20 minutes. Drain and chop the chiles.
Meanwhile, put the almonds on a baking sheet and toast them in the oven, stirring once, for about 8 minutes, or until golden brown. Let cool, then coarsely chop.
In a small skillet, toast the allspice, fennel seeds and cloves over moderate heat, shaking the pan, until fragrant, about 1 minute; let cool. Grind to a powder in a spice grinder. Empty into a bowl and mix in the cinnamon and nutmeg.
In a small skillet, heat 2 tablespoons of the vegetable oil over moderately high heat. Add the finely chopped onion and 2 teaspoons of the spice mixture. Reduce the heat to low and cook, stirring, until the onion is tender, about 10 minutes. Scrape the spiced onion into a food processor and add the chiles, dates and vinegar. Process to a coarse paste. With the machine on, add the olive oil in a thin steady stream. Scrape the mixture into a bowl and stir in the almonds. Season with salt and pepper.
In a large enameled cast-iron casserole, heat the remaining 1/4 cup vegetable oil. Season the lamb shanks with salt and pepper. Add them to the casserole and brown over moderately high heat, about 4 minutes on each side; transfer to a platter. Add the coarsely chopped onion, garlic, carrots, tomato paste, the remaining spice mixture and 3 tablespoons of the chile-almond paste and cook, stirring, until fragrant, about 3 minutes. Stir in the stock and wine and add the shanks.
Transfer the lamb shanks and carrots to a large platter, cover with foil and keep warm. Boil the stewing liquid over high heat until reduced and flavorful, about 10 minutes. Spread 2 tablespoons of the chile-almond paste over each lamb shank and place on a dinner plate along with some carrots. Spoon a generous amount of sauce over the meat and serve.
Cover the casserole and bring the liquid to a boil, then cook the shanks in the oven, turning them once, for about 2 1/2 hours, or until very tender.
Make Ahead
The chile-almond paste can be refrigerated for up to 3 days. Bring to room temperature before proceeding to Step 7.