Soak the sweetbreads in cold water to cover for 2 hours, changing the water 3 times. Drain and place the sweetbreads in a saucepan. Cover with cold water and add the lemon juice. Bring to a boil, reduce the heat to low and simmer for 5 minutes. Drain the sweetbreads and immediately plunge them into a bowl of cold water. After 3 or 4 minutes, remove and drain the sweetbreads on paper towels. Separate into lobes, with the natural partitions, and remove the tubes and connective tissues. The pieces will be approximately 2 by 2 inches.
In a large skillet that will hold all the sweetbreads in a single layer, heat the butter and olive oil over medium heat. Add the sweetbreads, sprinkle them with salt and pepper, and increase the heat to medium high. Cook, without stirring for about 3 minutes, then turn the sweetbreads to the other side. Continue cooking until golden, about 5 minutes more. Transfer them with a slotted spoon to a plate and set aside.
Add the onion and shallot to the pan and saute for about 5 minutes, until golden. Add the vinegar and sherry, increase the heat to high, and deglaze the pan, stirring and scraping until the liquid has reduced by half. Add the beef broth or veal stock and simmer until again reduced by half, to just under 1 cup. Whisk in the honey and the butter and return the sweetbreads to the pan. Turn them in the sauce until heated through and nicely glazed, and serve immediately.
c.1997, M.S. Milliken & S. Feniger, all rights reserved