Preheat the oven to 450º degrees F.
Place the Brussels sprouts on a sheet pan lined with aluminum foil. Add the olive oil, salt and pepper and toss with your hands. Spread out the evenly. Roast the Brussels sprouts for 20 to 30 minutes, until they are tender and browned.
Meanwhile in a medium pan, sauté bacon until golden and crispy. Remove from the pan and set aside. Discard the fat the bacon rendered from the pan but leave the crispy residue of the bacon. In that same pan, at medium heat, add balsamic vinegar and sugar until reduced to about half. Set aside.
When Brussels sprouts are ready, coat with the balsamic vinaigrette and add the crispy bacon on top. Serve warm.