Position a rack in the lower third of the oven, set a heavy rimmed baking sheet on the rack, and heat the oven to 500°F. Bring a large pot of well-salted water to a boil over high heat.
In a food processor fitted with the medium (4 mm) slicing disk, slice the Brussels sprouts. Transfer them to a large bowl, drizzle with the oil, sprinkle with 1-1/4 tsp. salt and 1/2 tsp. pepper, and toss until well coated. Remove the hot baking sheet from the oven and spread the Brussels sprouts on it in a single layer. Roast, stirring once about halfway through the cooking time, until the Brussels sprouts are tender and flecked with charred bits, 15 to 20 minutes.
Meanwhile, cook the orecchiette according to package directions until just al dente.
In a medium heavy-duty skillet, melt 1/2 Tbs. of the butter over medium heat. Add the pecans and cook, stirring frequently, until the butter is deeply browned and the pecans are toasted, about 3 minutes. Transfer to a plate and set aside.
Melt the remaining 1 Tbs. butter in the skillet over medium heat. Add the shallots and cook, stirring occasionally, until softened, 2 to 3 minutes. Add the cream and bring to a simmer. Off the heat, add 3 oz. (3/4 cup) of the Gorgonzola and stir until melted.
Drain the orecchiette and return it to the pot. Add the Brussels sprouts, Gorgonzola sauce, and lemon juice and toss well. Serve, sprinkled with the pecans and the remaining Gorgonzola.