Cut all brussels sprouts in half
Heat large pot over stove on med/high heat
Add bacon and sauté until crispy
Remove bacon and set aside on some paper towels
Drain excess bacon grease and reserve about a tablespoon of grease in pot
Add brussels sprouts into pot with butter and sauté until they are lightly charred
Mix in heavy cream and cook for about 5 minutes
Add bacon back into the pot with the brussels sprouts
Add salt pepper and cayenne and sauté for about 2 minutes
Turn stove top heat off and sprinkle in parmesan cheese
Place lid on pot and allow cheese to melt
Keep lid on pot until ready to dish out and serve.