Pre-heat the oven to 400 degrees F.
Cut off the root stem ends of the Brussels sprouts and remove any leaves that don't look fresh, often they will just fall off naturally when you cut the stem end off.Then cut the Brussels sprouts in half.
Put the Brussels sprouts in a bowl and gently toss with olive oil, salt & pepper. Mix or toss gently so the leaves don't all come off.
Place the Brussels sprouts inside side flat down on a sheet pan. Make sure all Brussels sprouts have their own area to be flat down. Any good leaves that fell off you can add on the sheet overtop. If adding bacon or pecans, sprinkle those overtop of the Brussels sprouts.
Cook in the oven for 30-40 minutes.
Finish with your choices from above. If using bacon you don't really need to finish them with anything. If not using bacon then finishing with balsamic vinegar, parmesan cheese and a squeeze of lemon is great.