Preheat oven to 450 degrees F.
Cut off the bottom ends of the Brussels Sprouts and discard. Cut the remaining part in half and place into a large bowl. Drizzle with olive oil, salt and pepper and give it a good mix. Spread this mixture onto a baking sheet.
Place the baking sheet into the oven and roast for 40 minutes. Remove the baking sheet every 15 minutes while roasting and give the Brussels Sprouts a good toss to make sure they are evenly roasting and browning. 10 minutes before they are done, squeeze an entire lemon on top of the vegetables and then cut the lemon up and throw it onto the baking sheet and place back into the oven to finish roasted.
Once the edges are crisp and brown, remove the baking sheet from the oven, squeeze the lemons and sprinkle the juice on the sprouts and discard the peels. Taste and adjust seasonings if needed. Serve immediately.