Step 1Combine flour, thyme, salt and pepper to taste in large plastic food bag. Shake to mix. Add shanks in batches; shake to coat shanks lightly but evenly, then set aside. Add any leftover flour mixture to shallow roasting pan, baking dish or casserole just large enough to hold shanks in single layer.
Step 2Cook bacon in 12-inch nonstick skillet over medium-high heat until crispy, about 5 minutes. Transfer to paper towels to blot. When cool enough to handle, crumble bacon. Pour off bacon fat. Add 1 tablespoon oil to same pan. Heat over medium-high heat. When hot, brown veal shanks without crowding them (in 2 batches if necessary) on both sides, about 6 minutes total. Transfer shanks to prepared roasting pan.
Step 3Add remaining oil to pan. Cook onions, garlic and leek until onions are soft, stirring often, about 4 minutes. Remove from heat; stir in 1 package frozen small onions and crumbled bacon. Spoon onion mixture over and in between shanks.
Step 4Add chicken and beef broth and wine to same pan, stirring to release any bits that may have stuck to pan; bring to a boil and pour over shanks and onions.
Step 5Bake at 375 degrees, covered (with lid or foil) for 1 3/4 hours. If too dry, add some water. Scatter remaining frozen onions over shanks. Bake, still covered, until meat is fork tender, about 45 minutes longer. Serve immediately, or cool at room temperature, then refrigerate at least 2 days. (Can also be frozen up to 1 month, covered airtight.) Bring to room temperature before reheating. To serve, reheat, covered, in 300-degree oven until hot, about 45 to 60 minutes. Add water if too dry. Taste and adjust seasoning.