Trim and halve the Brussels sprouts. Place them in a large bowl, add the olive oil and salt and pepper and toss to coat.
Set the air fryer to 375°F. Transfer the sprouts to the air fryer in a single layer (you can crowd them a bit more than you see in the photos, they will still crisp up nicely) and cook, shaking or tossing halfway through, until well-browned and crispy on the outside, tender on the inside, about 15 minutes.
Transfer to a serving bowl and toss with the Parmesan and lemon zest, if using.