In a medium bowl combine the olive oil, vinegar, salt and pepper. Add the Brussels sprouts and toss to combine.
Heat a large cast iron (or other heavy) pan over medium high heat. While the pan is heating, wrap one of the slices of bacon around each Brussels sprout half, overlapping the ends against the flat side.
Place the Brussels sprouts, cut/flat down down in the pan in a single layer. The pan should make the bacon sizzle. Let the bacon-wrapped Brussels sprouts cook for 2 minutes, then transfer the pan to the preheated oven. Roast for 25 to 30 minutes, until the bacon is cooked and mostly crisped, and the Brussels sprouts are fairly tender.