In large bowl, stir together cumin, coriander, ginger, turmeric, salt and pepper. Add lamb; rub cumin mixture all over lamb to coat. Set aside.
In Dutch oven or large heavy-bottomed saucepan, heat 2 tsp of the oil over medium heat; cook onions and carrots, stirring occasionally, until beginning to soften, about 6 minutes. Add garlic; cook, stirring often, for 3 minutes. Scrape into bowl.
In same pan, heat remaining oil over medium heat; cook lamb, turning occasionally, until browned all over, about 6 minutes. Add onion mixture, broth, tomato paste, cinnamon stick, bay leaf and 2 cups water; bring to boil. Reduce heat, cover and simmer, turning lamb once, until lamb is fork-tender, about 2 hours.
Transfer lamb to plate. Let cool enough to handle. Remove meat from bones; discard bones and any remaining fat.
While lamb is cooling, skim fat from surface of soup; discard cinnamon stick and bay leaf. Add red pepper and zucchini; cook, stirring occasionally, until tender, about 20 minutes.
Return lamb to soup; cook until heated through, about 2 minutes. Stir in parsley.
Makes 6 to 8 servings.