Preheat oven to 200C/390F.Place lamb bones into a roasting pan and cook for 30-40 minutes, until well browned.In a large stock pot, add the oil and place over medium heat.Add the onion, carrot, celery, garlic, thyme and rosemary and saute for 5 minutes.Add the lamb bones and scrape any fat or juices from the roasting pan into the pot.Add 1 gallon of water and allow to come to a simmer before reducing the heat to low.Simmer for 8-24 hours uncovered, adding more water when the level drops.