Preheat Oven - Place the oven rack in the upper-middle position and set the temperature to 500ºF (260ºC).
Prepare the Brussels Sprouts - Trim the stems and cut each piece in half lengthwise. If smaller than 1-inch, keep them whole. If larger than 2 ½-inches, cut them into quarters.
Season - In a large bowl, combine the brussels sprouts, olive oil, water, salt, and pepper.
Steam - On a large rimmed baking sheet, spread the brussels sprouts cut-side down in an even layer. Tightly wrap the sheet pan with foil. Bake for 10 minutes.
Roast - Remove the foil. Roast until the sprouts are deep golden-brown and tender, about 9 to 12 minutes, depending on the size.
To Serve - Season with salt and pepper, and serve warm.
Notes
Storing: Cool completely and store in an airtight container in the refrigerator for up to 5 days. Freeze for up to 12 months.
Reheating: Microwave on high in 15 to 30-second intervals until hot. Rewarm in the oven on a foil-lined baking sheet at 350ºF (177ºC) until hot and crisp, about 10 to 12 minutes. Reheat in a pan over medium heat until hot.