Season the lamb shanks with salt, pepper and rosemary. Place the shanks in your slow cooker.
Cover and cook on HIGH for 4 hours or on LOW for 7 hours, until lamb is very tender.
When the lamb shanks finish cooking, set the slow cooker to WARM.
Transfer the cooked lamb shanks to a plate. Strain the cooking liquids into a glass measuring cup, then return the lamb shanks to the slow cooker and cover, to keep them warm while you thicken the gravy.
Use a spoon to skim the fat layer off the top of the cooking juices. Pour them into a medium saucepan. Heat over medium-high heat until almost boiling but not quite, then turn the heat down to medium and simmer, whisking occasionally, until liquids are reduced into a rich gravy, about 10 minutes.
Transfer the lamb shanks to plates, spoon the gravy on top and serve.