Place the sausage on a foil-lined baking sheet and cook in the oven until brown on all sides, occasionally turning the sausage, to an internal temperature of 155°F using a thermometer. Set aside to rest before slicing.
Cook the gnocchi in salted boiling water according to the instructions on the package. Drain well and set aside.
Heat oil in a small saucepan over medium-high heat. Add garlic and cook until fragrant and lightly browned (stirring constantly) about 1 minute. Whisk in the flour, and cook for 1 minute more. Stir in the milk and mustard. Continue stirring as you bring to a simmer. Cook until thick, 1-2 minutes. Stir in lemon zest. Season with salt and pepper.
Toss in the gnocchi and sausage. Cook until sauce is thick and creamy. Remove from the heat and mix in grated parmesan cheese.