Combine wheat berries and vegetable broth in a large saucepan. Bring to a boil, then reduce heat to low. Cover and cook until tender, about 50 minutes. Drain off excess liquid. Set aside.
Preheat oven to 425°F.
While wheat berries are cooking, start brussel sprouts. Toss brussel sprouts, shallots, and 1 tablespoon of olive oil in a large bowl. Transfer to a rimmed baking sheet. Bake for 15–20 minutes or until browned, stirring halfway through cooking time. Remove from oven and stir in walnut pieces (they will toast on the hot baking sheet!).
Whisk together lemon juice, zest, remaining oil, salt, and pepper in a large bowl. Add wheat berries and roasted vegetables; toss to combine, then serve.