Preheat oven to 425ºF and line a baking sheet with parchment paper.
Clean brussels sprouts by washing, patting dry with a paper towel and trimming the bottoms off.
Place a slice of bacon on the counter. Place a brussels sprout at the top of the piece of bacon. Roll up brussels sprout inside of bacon, using the full piece of bacon to wrap, then place on baking sheet. Season with pepper, to taste.
Bake at 425ºF for 30-35 minutes depending on how crispy you like your bacon.
To serve, insert a toothpick into each brussels sprout.