Preheat the oven to 400 degrees F.
Slice the Brussels sprouts very thin. Toss with 2 tablespoons of the oil and some salt and pepper on a baking sheet. Roast, shaking the baking sheet a couple of times while cooking, until the sprouts are browned in spots and tender, about 30 minutes. Transfer to a bowl, stir in the grated Parmesan and set aside.
Toss the kale with the remaining 2 tablespoons olive oil and place on a baking sheet. Roast until the leaves are tender, crisp on the edges and lightly browned, about 10 minutes, then stir with the Brussels sprouts. Garnish with the lemon zest, big shavings of Parmesan and toasted pecans before serving.