Preheat the oven to 400 F. Spray a rimmed baking sheet with nonstick spray; you may want to line it with parchment paper or foil first.
Cut each lemon in half crosswise, then cut each half into 6 little wedges (or 4 or 8; it doesn’t matter so much). Place the Brussels sprouts on the baking sheet, drizzle over the olive oil, sprinkle with salt and pepper, and add the lemon wedges. Use your hands or a spoon to toss to combine so that everything is well coated with the oil. Spread the Brussels sprouts and lemon out on the baking sheet in a single layer.
Roast for 30 to 35 minutes until the Brussels sprouts are fairly tender and browned in spots. Toss halfway through and spread back out on the baking sheet if you happen to think of it.
Carefully pick up some of the lemon wedges, about half, and give them a squeeze over the Brussels sprouts. Transfer everything to a bowl, including the pieces of lemon that haven’t been squeezed: they will add color and flavor to the Brussels sprouts, and diners can squeeze a bit more juice out if they like.
Notes
Toss the Brussels sprouts halfway through the cooking and spread them back out on the baking sheet if you happen to think of it, for more even cooking.
If you want to trim and cut the Brussels sprouts up to a few days ahead of time so you are ready to roll, just keep them in a bag or container in the fridge.
Leftover Brussels sprouts will last for about 3 days in the fridge. Reheat in the microwave or in a 300-degree oven for about 10 minutes until warmed through. Or, just enjoy at room temperature.
Transfer everything to a bowl, including the pieces of lemon that haven’t been squeezed: they will add color and flavor to the Brussels sprouts, and diners can squeeze a bit more juice out if they like.
Use a paper towel or dish towel to squeeze the lemon wedges over the vegetables if they are too hot to handle.