Preheat the oven to 375°F.
Fill a large bowl with water, and squeeze in the juice of one lemon. Add the squeezed lemon wedges to the water.
Prepare the artichokes: Peel off 3 to 4 layers of the dark green outer leaves on the first baby artichoke. Stop when the leaves turn a light yellow-green. Use a paring knife to trim off the end of the stem, then use a vegetable peeler to peel away any leaves or tough skin on the remaining stem. Cut 1/2-inch off the top of the artichoke, and slice it in half lengthwise. Transfer the halved artichoke to the lemon water, and repeat with the remaining artichokes.
Roast the artichokes: Drain the artichokes and discard the squeezed lemon wedges. Add the artichokes and the remaining lemon wedges to a large baking dish. Drizzle with olive oil, sprinkle with salt and pepper, and toss to coat. Arrange the artichokes and lemon wedges cut side down, and cover the pan with foil. Bake 25 to 30 minutes, or until the artichoke leaves are tender and the cut sides are lightly browned.
Serve with the roasted lemons and Artichoke Dipping Sauce, if desired.