Cook the bacon in a large cast-iron skillet over medium heat until slightly crisp, 5 to 7 minutes. Transfer to paper towels to drain. Pour out all but 1 tablespoon drippings from the pan. Increase the heat to medium high, add the Brussels sprouts and cook, stirring, until slightly wilted, about 3 minutes. Transfer to a bowl and toss with the bacon, lemon zest, and pepper to taste. Wipe out the skillet.
Divide half of the cheese between 2 bread slices; top with the Brussels sprout mixture, and the remaining cheese and 2 bread slices. Melt the butter in the skillet over medium heat. Add the sandwiches and cook, pressing occasionally with a spatula, until the bread is toasted and the cheese melts, about 4 minutes per side, adding more butter to the pan if needed.
Before you slice soft cheese, chill it in the freezer for 10 to 15 minutes to firm it up.