Sprinkle lamb evenly with 2 tablespoons salt and black pepper. Let stand at room temperature 1 hour, or chill, uncovered, at least 8 hours or overnight. (If lamb chills overnight, let stand at room temperature 30 minutes before cooking.)
Preheat oven to 350°F with rack in lower third position. Heat 1/4 cup oil in a large Dutch oven over medium-high. Add lamb, fat side down; cook, undisturbed, until deep golden brown, 12 to 15 minutes. Carefully turn lamb over; cook, turning occasionally, until golden on all sides, 12 to 15 minutes. Remove lamb from Dutch oven. Discard drippings from Dutch oven. Wipe Dutch oven clean.
Add remaining 2 tablespoons oil to Dutch oven; heat over medium. Add onion, shallots, carrot, celery, and remaining 1 teaspoon salt. Cook, stirring occasionally, until vegetables soften and begin to brown, 10 to 12 minutes. Reduce heat to low. Add garlic and thyme; cook, stirring often, until garlic is fragrant, about 1 minute. Stir in wine, orange juice, honey, vinegar, and orange peel strips. Nestle lamb, fat side up, on vegetable mixture; bring to a boil over medium. Remove from heat and cover Dutch oven. Transfer to preheated oven and roast until lamb is fork-tender, 2 hours to 2 hours and 30 minutes.
Stir together all gremolata ingredients in a bowl. Let stand 10 minutes. Season with salt to taste.
Remove lamb from Dutch oven and transfer to a large serving platter. Tent lamb with aluminum foil; let rest 30 minutes before slicing or shredding meat. Serve with gremolata.
