If you don’t have a roasting function, get your oven’s broiler pre-heated on high and set your top rack so the sprouts will be about 5 inches from the broiler grate.
First up, make that sauce. Mix your mayo, lemon juice and zest, mustard, salt and pepper together in a small bowl and set aside while you get the sprouts cooking.
Slice your sprouts, keep them as thin as you have the patience for. Toss with salt and olive oil and scatter in a thin layer on your baking sheet. Keep the layer thin and even so they roast and not steam.
Add a few pats of butter on top and get them in that oven, preheated broiler on high. Cook about 5 inches away from the broiler and toss every 5 minutes or so. Be sure to keep an eye on them, ovens vary and yours may need more or less time. I would estimate about 20 - 30 minutes total. You want them crispy and dark brown.
Once they’re done, add them to your serving dish and drizzle with that lemony sauce. I would suggest a bit of fresh ground pepper too. That’s it. Eat up!