They were pricked in their heart (katenugēsan tēn kardian). Second aorist indicative of katanussō, a rare verb (lxx) to pierce, to sting sharply, to stun, to smite. Homer used it of horses dinting the earth with their hoofs. The substantive katanuxis occurs in Rom 11:8. Here only in the N.T. It is followed here by the accusative of the part affected, the heart.
What shall we do? (Ti poiēsōmen). Deliberative subjunctive first aorist active. The sermon went home, they felt the sting of Peter’s words, compunction (compungo). Codex Bezae adds: “Show us.”