Preheat oven to 425°F Line a sheet pan with aluminum foil. Set aside.
Rinse, trim and slice the brussels sprouts. You'll want to remove the outer leaves of the larger sprouts.
In a bowl, toss the brussels sprouts with the vegetable oil, salt and pepper.
Place the sprouts on the baking tray and roast in the oven for 20 to 30 minutes or until the sprouts are tender; flipping after 10 minutes. You want the sprouts to get brown, but be careful they don't burn.
Notes
You can drizzle balsamic vinegar or sprinkle Parmesan cheese on top of the sprouts when they're done cooking if you want.
You can also sprinkle a little brown sugar on top of the sprouts before adding them to the oven.