Preheat oven to 400˚F. Line a baking sheet with foil or parchment paper, and set a cooling rack inside the baking sheet. Set aside.
Trim the brussels sprouts. Remove any brown outer leaves. Cut in half lengthwise. Season with salt and pepper.
Wrap each sprout with a half piece of bacon. Place on wire rack, seam side down.
In a small pan mix together the balsamic vinegar, mustard, and brown sugar. Bring to a simmer and reduce until thick enough to coat the back of the spoon. Use a pastry brush to brush the glaze on top of the sprouts.
Bake 25 to 35 minutes. Bacon should just be getting crispy. Transfer to a serving platter and serve with mustard sauce.
Creamy Mustard Sauce
While the sprouts are baking mix together all the ingredients. Keep in the fridge until you are ready to serve.
Brussels sprouts can be prepped and wrapped a day in advance. Place on rack in a sheet pan and cover with plastic wrap. Glaze right before baking.
Dip can be made up to 2 days in advance. Store in an airtight container in the fridge.