Use brussels sprouts that are on the small size and tightly closed. You can finish these with many different types of cheese but I tend to go for Parmesan when the weather is good. I trade that in for heavier cheeses like gruyere or Gouda in colder weather. I tend to finish them off with toasted hazelnuts, walnuts, or almonds. I've also noted five variations on this recipe in the body of the post. Enjoy!