Preheat oven to 400°F. If using a grill, preheat it to medium-high. Discard the outer leaves of the Brussels sprouts and trim the bottom of the stems. Slice them in half and lay them in a single layer on a non-stick or lined baking sheet. Drizzle a couple tablespoons of extra virgin olive oil over the sprouts, sprinkle with some salt and freshly ground black pepper, and toss to evenly coat.