Preheat oven to 450 degrees F.
Slice and seed 1 lemon. Toss in a large bowl with Brussels sprouts, gnocchi, shallots, 2 tablespoons oil, ¼ teaspoon pepper and ⅛ teaspoon salt. Transfer to a large rimmed baking sheet.
Roast, stirring once or twice, until the gnocchi are plump and the Brussels sprouts are tender, 18 to 20 minutes.
Squeeze juice from the remaining lemon. Return the gnocchi mixture to the bowl and toss with sun-dried tomatoes, the lemon juice and the remaining 2 tablespoons oil, ¼ teaspoon pepper and ⅛ teaspoon salt.
