For herb packet, cut an 8-inch square from a double thickness of 100 percent cotton cheesecloth. Place rosemary sprigs, thyme sprigs, bay leaves, and juniper berries in center of cheesecloth square. Bring up the corners; tie closed with 100 percent cotton kitchen string. Set aside.
Finely shred the peel from the lemons and oranges; set aside. Juice oranges for 2/3 cup juice and juice lemons for 1/3 cup juice; set aside. Discard any remaining juices. Scrub and trim the root ends of the carrots. Halve any larger carrots lengthwise; set aside.
Tie veal shanks around the perimeter with clean 100 percent cotton kitchen string to hold meat to the bone and help retain shape while cooking. Pat shanks dry with paper towels; sprinkle lightly with the 1/2 teaspoon salt and the pepper. Pour 2 tablespoons of the oil into an oven-going 8-quart Dutch oven that's large enough to place shanks in a single layer; heat over medium heat. Add shanks; brown on all sides, turning to brown evenly. Transfer shanks to platter; set aside. Add the remaining 2 tablespoons oil to Dutch oven. Add onion, celery, and herb packet to Dutch oven. Cook and stir about 10 minutes or just until vegetables are tender and golden brown. Stir in tomato paste. Return shanks to Dutch oven, arranging shanks in a single layer on top of the vegetables. Cook for 10 minutes more.
Preheat oven to 350 degrees F. Add tomatoes, stock, wine, carrot juice, the finely shredded lemon peel, the orange peel finely shredded from the whole oranges, the 2/3 cup orange juice, and the 1/3 cup lemon juice to Dutch oven. Add carrots to Dutch oven. Bring to boiling. Remove from heat; cover Dutch oven with a tight-fitting lid.
Bake about 1-1/2 hours or until shanks are very tender and meat falls away from bone.
Meanwhile, for gremolata, in a small bowl combine thyme leaves and the 1 tablespoon orange peel. Place the 1/4 teaspoon sea salt on a cutting board. Place garlic cloves on salt; finely mince garlic. Add garlic-salt mixture to thyme mixture in small bowl. Set aside.
Remove shanks and carrots from Dutch oven. Cover and keep warm. Strain cooking liquid through a fine-mesh sieve. Discard herb packet and the remaining vegetables. Return liquid to Dutch oven. Bring to boiling, using a wooden spoon to scrape up any brown bits from bottom of Dutch oven. Boil gently for 20 to 30 minutes or until sauce is slightly thickened.
To serve, transfer shanks to serving plates; cut strings. Serve with carrots. Spoon sauce over meat; sprinkle with gremolata.