Preheat the oven to 425°F and line a rimmed baking sheet with parchment paper. Trim the bottoms from the Brussels sprouts and tear off the outer leaves. Slice the Brussels sprouts in half and spread in a single layer on the baking sheet. Place some of the Brussels sprout leaves on the tray as well. Sprinkle with olive oil, salt and pepper and toss to coat evenly. Turn each sprout cut side down to promote browning. Roast 20 to 30 minutes or until tender and golden brown around the edges. While the sprouts are still warm, toss with the lemon zest, lemon juice and fresh Parmesan cheese.