Preheat oven to 450ºF.Trim the stems off half of the Brussels sprouts and separate the leaves. The outer leaves should fall right off, however the inner leaves will require some tearing. Once you get down to the core of the sprout, slice it in half. Add the torn leaves and halved cores to a baking sheet and set aside.Very thinly slice or shred remaining Brussels sprouts using one of the methods in the notes section below.Add shaved brussels sprouts to a large bowl.
Place hazelnuts on a cutting board and very roughly chop using a sharp chef's knife. (Ideally, you only want to halve or quarter the nuts. If they're chopped too small, they run the risk of burning.)Add chopped hazelnuts to the baking sheet with Brussels sprouts leaves and cores and drizzle with 2 Tbsp. olive oil and ¼ tsp. each kosher salt and black pepper; toss to coat.Roast for 10 minutes at 450ºF.
In a small bowl, combine shallots, lemon juice, mustard, and honey. Whisking constantly, gradually stream in remaining 3 Tbsp. olive oil until emulsified. Season dressing with remaining ¼ tsp. each kosher salt and black pepper. Let stand for 10 minutes to allow the shallots to soften.
Add half of the dressing to the bowl with shredded Brussels sprouts and toss to combine. Top with roasted Brussels sprouts and hazelnuts and shaved cheese.Drizzle remaining dressing overtop, and finish with extra cracked black pepper. Toss to combine right before serving.
