Trim lamb shoulder steak from bones and set aside bones. Cut steak into 1 inch cubes and set aside. Place shoulder and neck bones in a large stockpot and cover with water; simmer bones over medium high heat for 1 to 1 1/2 hours. Remove bones from stockpot and discard. Reserve liquid.
Add the cubed lamb, lentils, onions, garlic and thyme to the liquid in the stockpot; cook over medium heat for 15 minutes. Add apples and wine to the stockpot and cook another 15 minutes, or until lentils and lamb are tender. Season with salt and pepper. Serve in bowls sprinkled with cilantro.