In large, heavy skillet, brown 4 shanks in olive oil. Add onion and garlic. Cook until golden. Add beer and beef broth; cover; simmer 1-1/2 hours or until fork tender. Remove to platter. To reduce cooking liquid, cook over high heat 5 minutes. Strain, defat and set aside.
Preheat oven to 325°F. Combine cheese with bread crumbs, rosemary, pepper and cooking liquid. Divide mixture into 4 parts. Pat firmly on meaty tops and sides of lamb shanks to "blanket." Place shanks on rack in baking pan. Bake 15 to 20 minutes or until coating is firm and nearly crisp. Serve with white beans, salad and crusty bread. Serve remaining pan juices in gravy boat.