To prepare brussels sprouts: Bring a medium saucepan filled halfway with water to a boil and season generously with salt. Add the Brussels sprouts and blanch until crisp-tender, about 5 minutes. Drain sprouts in a colander and pat to remove excess liquid.

To pan-roast brussels sprouts: To a large skillet set over medium-high heat, add oil. When the oil is shimmering, add the bacon and cook until crispy, about 6 minutes. Use a slotted spoon to transfer bacon to a paper towel-lined plate. Add the Brussels sprouts to the skillet with the bacon fan, cut side down and cook, stirring occasionally, until the sprouts are browned, about 5 minutes. Remove the skillet from the heat and add mustard and vinegar; toss until well combined. Add thyme, lemon zest, walnuts, and cooked bacon; stir to combine. Taste and adjust seasoning with salt and pepper.

To serve: Transfer Brussels sprouts to a medium platter or bowl and serve immediately.