Preheat your oven to 400 degrees. Cut the ends off of each brussels sprout and place them on a baking sheet and coat liberally with olive oil, salt and pepper.
Roast in the oven for about 30 minutes or until super dark and crispy (see photo below). Take them out and turn the broiler on to high (you will put them back in the oven soon).
In a large skillet, melt the butter until it starts to turn a little bit brown. Add your brussels sprouts and cook for a minute. Then add your cognac and let it reduce and cook out for a couple of minutes.
Transfer your sprouts back onto the baking sheet and put the under them broiler for 3-5 minutes (until crispy again).
Serve warm and enjoy!