Step 1

Preheat oven to 425 degrees F (220 degrees C).

Step 2

Trim stems off Brussels sprouts. Quarter large sprouts lengthwise; halve small ones. Rinse and dry completely.

Step 3

Toss sprouts in a bowl with 1 tablespoon olive oil and 1 teaspoon paprika. Spread out on a baking sheet and sprinkle with sea salt.

Step 4

Bake in the preheated oven for 20 minutes, removing loose leaves after 5 minutes and turning whole sprouts every 5 minutes.

Step 5

Whisk remaining 3 tablespoons olive oil, remaining 1 teaspoon paprika, heavy cream, Parmesan cheese, red wine vinegar, lemon zest and juice, garlic, and brown mustard together in a bowl.

Step 6

Transfer whole sprouts and any loose leaves to a bowl; pour in cream mixture and toss to combine.