Pre-heat your oven to 190°C/375°F. Remove the stems and loose leaves from your Brussels sprouts. Then cut then in half.
Next, melt the butter in a cast-iron skillet or another oven-safe skillet over medium-high heat on the stove. When the butter is melted mix in all the remaining ingredients except the parmesan cheese and Brussels sprouts. Mix until all the cheese has melted and the sauce is smooth and creamy.
Toss the Brussels sprouts in the cheese sauce until they are completely coated. Sprinkle the parmesan cheese over the top then place the whole skillet in the oven.
Cook uncovered on the middle rack for 15-20 minutes or until the sprouts are tender and the top is a golden brown. Remove from the oven and serve.