Preheat oven to 400°F Form a small pouch from a folded piece of aluminum foil; fill with shallot, garlic, 2 tbsp olive oil and salt. Seal pouch and bake in preheated oven 30 minutes, until tender. Transfer to a bowl and mash with a fork; set aside.
Place a steamer insert in a pot and add water to just below the insert. Cover and bring water to a boil. Add Brussels sprout to steamer insert. Re-cover and steam 2-6 minutes, until tender-crisp.
Heat 1 tsp olive oil in a large, deep skillet over medium-high heat until shimmering. Place kielbasa into skillet, cut sides down, and cook, turning once, until brown and crispy on both sides, about 3 minutes per side. Remove kielbasa with a slotted spoon, leaving the fat in the pan; transfer to a paper-towel lined plate.
Add remaining 1 tbsp oil to pan. Add mashed shallot and garlic and cook about 1 minute until fragrant. Add mustard and cream and stir well. Reduce heat to medium-low, add kidney beans and Brussels sprouts, and cook until heated through. Toss to coat with sauce; season with salt and pepper as needed. Transfer to a serving dish and top with kielbasa.