Pre-heat oven to 425°F (220°C) and line a large baking sheet with parchment paper or aluminum foil.
Wash and drain Brussels sprouts; trim ends and cut in half lengthwise.
Heat oil in a large skillet over medium heat and add Brussels sprouts. Cook, stirring occasionally, until parts of the Brussels sprouts begin to turn dark brown, about 10 minutes. Add brown sugar, water, vinegar, mustard, nutmeg, cumin, salt and pepper; stir to coat and cook 3 more minutes.
Spread out Brussels sprouts on prepared baking sheet and roast in oven 5 minutes. Brussels sprouts should be tender with a hint of crispness (roast a few more minutes if a softer sprout is desired). Serve immediately.
*Don't be afraid to allow the Brussels sprouts to become dark brown in spots, especially on the cut side. This caramelizing of the sprouts' natural sugars adds a deep toasted flavour.