hugh fearnley whatshisface roased them whole with onions, they looked very nice. i've made this with them too:
saute 4oz lardons and 2 tblspns flaked almonds in butter and oil. add 675g cooked, halved sprouts to the pan and cook for 2 mins. add 284 ml carton double cream and let it boil for 2 mins. season and add a dash of lemon juice, transfer to a shallow dish. mix 4 tblspns breadcrumbs and 3 tblspns grated parmesan and scatter over . bake for 20 mins at 180.
have to say i love them just boiled, and then cold with leftovers on boxing day.