Preheat oven to 425 degrees F.
Brush a baking sheet lightly with grapeseed or olive oil.
Cut the stems off of your Brussel sprouts and peel off any brown or yellowed outer leaves. Cut each sprout into 1/3 (one-third) lengthwise. Place onto the prepared baking sheet.
Drizzle a little additional oil over sprouts (about 1/2 tsp) season liberally with salt and pepper and toss them around gently with your hands to evenly coat. Sprinkle a little additional seasoning on and bake for 10 minutes.
Meanwhile combine mayonnaise, lemon juice & zest, garlic, pepper and parsley in a small bowl and mix until incorporated, set aside.
Remove the tray and lower oven to 400 degrees F.
Quickly turn sprouts over to the other side using a small spatula or tongs. Place back into the oven for an additional 7-8 minutes or until done to your liking.
Use a spatula to plate sprouts and serve the lemon aioli alongside. Toothpicks are a great way to pick these up and dip.