Preheat oven to 400 degrees.
Place Brussels sprouts on a parchment or foil-lined baking sheet.
Pour olive oil over sprouts, sprinkle with salt and pepper and toss with your hands until sprouts are evenly coated.
Space sprouts out on baking sheet so none are touching (this allows them to get brown and crispy and not steam).
Place sheet pan in oven and bake for 30 minutes, shaking the pan about every 10 minutes to allow sprouts to brown evenly.