Set up a food processor with the slicing blade. Run the Brussels sprouts through the processor to slice them as you would to cabbage when making coleslaw. Set aside.
Place a large skillet over medium-high heat with 2 turns of the pan of EVOO, about 2 tablespoons. Add the shallots and sliced sprouts to the pan, and cook until the veggies are tender, 5-6 minutes.
Season with salt and pepper and deglaze the pan with the sherry and sugar, cooking until most of the sherry has evaporated. Remove the pan from the heat and stir in the zest of the lemon or orange. Serve warm.