Pre-heat oven to 400 degrees.
Add brussels sprouts to a large baking dish in an even layer.
In a small bowl, whisk together the olive oil, salt, pepper, parsley, and juice from half the lemon. Pour over brussels sprouts and mix.
Bake for 20 minutes then remove from oven and add juice from the other half of the lemon. Mix and then sprinkle Parmesan cheese on top.
Return to oven and finish baking for 20 minutes. Remove from oven and add more cheese if desired. Serve warm.