Cook the bacon in the pot over medium-heat until the fat renders and the bacon is tender, not crispy, about 5 minutes. Add the Brussels sprouts and toss until the sprouts are coated with the drippings. Spread the Brussels sprouts around the prepared baking sheet. Sprinkle kosher salt and black pepper over the sprouts.
Bake in the preheated oven until the sprouts are deep golden brown, crisp outside and tender inside, about 30 minutes. Transfer to a serving bowl, sprinkle Parmesan cheese on top, and serve.