Shave off the zest of the orange and lemon in wide strips using a paring knife or vegetable peeler. Be careful to remove only the zest, not the bitter white pith.
Squeeze and strain the juice from the orange.
Lightly salt the veal shanks to taste then dredge the shanks in the flour to coat both sides and around the edges, shaking off the excess flour.
Add the vegetable or canaola oil into a deep 5 or 6-quart saucepot and set over medium-high heat. Add the shanks flat side down and sear for 3 or 4 minutes until the bottoms are nicely browned; then flip to brown the other cut side. Turn the shanks onto their edges, and rotate so the fat crisps all around. Remove them to a platter when all nicely browned, about 10 minutes or more.
Carefully pour the hot vegetable oil from the saucepot leaving the crusty bits on the bottom. Set the saucepot over medium-high heat and add the olive oil and chopped onions. Sauté the onions for a minute or two while scrapping the crusty bits from the bottom; then add the carrot and celery. Continue to sauté for a few more minutes until the vegetables begin to soften. Add the tomato paste, stir it into the vegetables and cook for another minute. Add the crushed tomatoes, bay leaves and rosemary; stir well.
Raise the heat to high to bring to a boil. Add the wine, and cook for a couple of minutes to evaporate the alcohol. Add in the orange juice and hot chicken stock along with the orange and lemon zests. Add salt to taste.
Return the shanks to the saucepot so they're evenly immersed in the braising liquid. Add more hot chicken stock if necessary, enough to cover the tops of the shanks. Cover the pan, and lower the heat to a low simmer. Cook covered for about an hour, checking that the liquid still covers the shanks adding more hot chicken stock if needed. Occasionally turn the shanks over so they cook evenly.
Remove the cover and continue to cook for another hour or more adjusting the simmer as necessary to allow a slow, steady concentration of the braising liquid into a thick savory sauce. Continue to turn the shanks occasionally to prevent them from drying out.
Cook for 2 to 3 hours in all until the shanks are fork tender and falling apart; and the sauce is thick and reduced about half way down the shanks shanks. Remove the saucepot from the heat. Remove the bay leaves, rosemary sprig and zests.
While in the ossobuco is in the final stage of cooking, the last 30 minutes or so, prepare the Risotto alla Milanese or, if you prefer, polenta.
To serve, ladle the risotto or polenta onto a plate. Gently lift a shank from the saucepot and center it on top. Spoon some of the gravy with chopped vegetables over the shank. If desired, garnish each shank with ½ tbsp. of gremolata.