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Adjust rack to top position (top and middle positions for 4 servings) and preheat oven to 425 degrees. Wash and dry produce.
Peel and dice sweet potato into ½-inch pieces. Halve and peel shallot; grate one half on the largest holes of a box grater over a large bowl. Mince remaining shallot. Trim and halve Brussels sprouts lengthwise.