Preheat the oven to 450 degrees . On a foil-lined baking sheet, toss the Brussels sprouts with the oil. Season, then arrange Brussels sprouts, cut side down. Roast for 10 minutes. Sprinkle the almonds on top; continue roasting until the Brussels sprouts are crisp-tender and beginning to brown and the almonds are toasted, 5 to 10 minutes. Transfer to a bowl.
Add the lemon zest, lemon juice and half the cheese to the Brussels sprouts. Toss to coat; season. Top with the remaining cheese.