Put a 10-inch cast-iron skillet in the oven and preheat the oven to 425 degrees F.
Toss the Brussels sprouts with the olive oil in a medium bowl. Season lightly with salt and pepper. Add the Parmesan and toss together.
Carefully remove the hot skillet from the oven and spray with the cooking spray. Add the Brussels sprout mixture in an even layer. Bake until the Brussels sprouts are tender and browned, 20 to 25 minutes.