Preheat oven to 375 degrees F.
Wash and then peel off any loose or damaged leaves from the sprouts. Trim the root end and cut each sprout in half.
Cook the bacon and walnuts in a large oven-proof skillet over medium heat until bacon just begins to crisp and walnuts are toasted, about 4 minutes. Transfer the bacon and walnuts with a slotted spoon to a bowl and set aside. Add the Brussels sprouts to the skillet and season with salt and pepper.
Put the pan in the oven and roast the Brussels sprouts for about 30 minutes, add the bacon and walnuts and continue to roast until the sprouts are cooked through and golden, about 10 to 15 minutes more.
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