I assume that a Sidon set in $\Gamma$ is a set $S$ with the property that the pairwise sums $x+y$, with $x,y\in S$, are all distinct modulo commutativity $x+y=y+x$. In this case, it's irrelevant that $\Gamma$ is the dual of $G$; it's only important that $\Gamma$ is an abelian group.
In general, if \Gamma,\Gamma' are abelian groups and $S\subset \Gamma$ and S'\subset \Gamma' are subsets with more than one element each, then S\times S' is never a Sidon subset of \Gamma\times\Gamma': choosing $s_1\ne s_2$ from $S$ and s_1'\ne s_2' from S', we have the condemning coincidence (s_1,s_1') + (s_2,s_2') = (s_1,s_2') + (s_2,s_1') of pairwise sums. In particular, $\Lambda\times\Lambda$ is not a Sidon set in $\Gamma\times\Gamma$.