Ben has already posted a sauteed brussels sprout recipe; here is another one. This comes from 101 Cookbooks.com.
24 small brussels sprouts
1 tablespoon extra-virgin olive oil, plus more for rubbing
fine-grain sea salt and freshly ground black pepper
1/4 cup grated cheese of your choice
Wash the brussels sprouts well. Trim the stem ends and remove any raggy outer leaves. Cut in half from stem to top and gently rub each half with olive oil, keeping it intact.
Heat 1 tablespoon of olive oil in your largest skillet over medium heat. Don’t overheat the skillet, or the outsides of the brussels sprouts will cook too quickly. Place the brussels sprouts in the pan flat side down (single-layer), sprinkle with a couple pinches of salt, cover, and cook for roughly 5 minutes; the bottoms of the sprouts should only show a hint of browning. Cut into or taste one of the sprouts to gauge whether they’re tender throughout. If not, cover and cook for a few more minutes.
Once just tender, uncover, turn up the heat, and cook until the flat sides are deep brown and caramelized. Use a metal spatula to toss them once or twice to get some browning on the rounded side. Season with more salt, a few grinds of pepper, and a dusting of grated cheese. Serve immediately.