Preheat the oven to 450°F (230°C).
In a large pot, bring water to a rolling boil over high heat.
Add Brussels sprouts to the boiling water and cook for 2 minutes.
Remove the sprouts from water and transfer them to ice water to cool.
Drain and pat them dry.
Set aside.
Place the cipollini onions in boiling water and cook until nearly tender, about 10 minutes.
Remove from water, rinse with cold water, and pat dry.
Set aside.
In an ovenproof skillet, melt butter over medium heat.
Stir in Brussels sprouts and onions, tossing to coat with butter.
Stir in salt and black pepper and cook for 2 minutes.
Transfer the skillet to the preheated oven and roast until the Brussels sprouts and onions are golden and tender, about 15 to 20 minutes.
Garnish with lemon wedges and serve.