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Preheat oven to 400 degrees F. Cut off the brown ends of the Brussels sprouts and pull off any yellow outer leaves.
Mix them in a bowl with the olive oil, salt and pepper.
Pour them on a sheet pan and roast for 35 to 40 minutes, until crisp on the outside and tender on the inside.
Shake the pan from time to time to brown the sprouts evenly. Then serve immediately.