Prepare two batches of cilantro chimichurri by doubling the recipe. If you can't handle the heat, you can leave the peppers out and add more mint or oregano.
Use a sharp filleting knife to remove silver skin and tendons from the shanks. Season the shanks with salt and black pepper then pour half of the chimichurri sauce over them. Work the sauce mixture into the shanks and allow them to marinate for a minimum of four hours, preferably overnight.
Fill your pellet smoker with pellets and preheat to 225℉. Choose super smoke if you have that option.
Place lamb shanks directly on the grate and insert temperature probe into the thickest part of one of the shanks, without touching the bone. Smoke until they reach 140-150℉, depending on your preference.
Remove lamb shanks and allow them to rest, covered, for at least 15 minutes before serving them with the remaining chimichurri sauce.
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Notes
Bring lamb to room temperature before smoking it otherwise it will lengthen the cooking time.
I prefer cherry when smoking lamb, but you canalso try other flavors like pecan, mesquite, oak, or hickory.
Resist the temptation to lift the lid. Each time you do, it will allow the heat to escape and add to the cooking time. My lamb shanks took 3 hours to reach 150℉ (medium).
Slice any leftover lamb into thin slices and fry in a hot pan to make gyros. Stuff in pita bread and serve with yogurt sauce.
Make individual-sized smoked pizzas with leftover lamb!
Leftovers can be stored in the refrigerator for up to 5 days when stored in an airtight container.