Step 1

Arrange a rack in the middle of the oven and heat the oven to 375°F. Line a rimmed baking sheet with parchment paper or aluminum foil.

Step 2

Trim the bottom of 16 Brussels sprouts. Lay 1 bacon slice flat on a work surface. Place 1 Brussels sprout on the wider end of the bacon and roll up tightly. Arrange seam-side down on the baking sheet. Repeat with the remaining Brussels sprouts and bacon slices.

Step 3

Bake until the bacon is brown and the Brussels sprouts are knife tender, 30 to 35 minutes. Meanwhile, finely chop 1 clove garlic, squeeze the juice from 1/2 lemon to get 1 tablespoon, and place both in a small bowl. Crumble 1 ounce blue cheese (about 1/4 cup) and add to the bowl. Stir in 1/4 cup sour cream, 1/4 cup mayonnaise, 1/4 teaspoon kosher salt, and 1/4 teaspoon black pepper.

Step 4

Use tongs to transfer the Brussels spouts to a double layer of paper towels to absorb any excess fat. Season with freshly ground black pepper and serve with the blue cheese dipping sauce.