Preheat your oven to 400°F. On a baking sheet, toss the Brussels sprouts with olive oil, salt, and pepper until they’re evenly coated. Spread them out in a single layer on the baking sheet.
Roast the sprouts in the oven until they turn golden brown and become tender when pierced with a fork, which usually takes about 20 to 25 minutes.
As soon as they’re out of the oven, sprinkle the pecorino and Parmesan cheese over the Brussels sprouts. Add more pepper if you like. Transfer them to a serving platter and enjoy them while they’re warm and delicious!