Toast the almonds. Arrange a rack in the center of the oven. Preheat oven to 350°F. Spread almonds on a small baking sheet and bake until they turn golden brown and smell toasty, 8 to 10 minutes.
Prepare the Brussels sprouts. Raise the oven temperature to 450°F. Place the halved Brussels sprouts on a large, rimmed baking sheet and drizzle with olive oil. Season with ¾ teaspoon salt and a generous amount of freshly ground pepper. Toss until sprouts are completely coated with oil. Spread them in a single layer, arranging them cut side down.
Roast the Brussels sprouts. Place Brussels sprouts on the middle rack of the oven and roast until browned, 15 minutes. Remove from oven and stir in shallots; toss to combine. Turn the oven off and return the Brussels sprouts to the oven. Continue cooking until shallots have softened and are beginning to brown, about 5 minutes more.
Make the dressing. While the sprouts are roasting, combine cider vinegar, orange zest, and thyme in a small bowl. Season with a pinch of salt and ground pepper, and whisk together with a fork. Set aside.
Combine everything. Transfer the sprouts to a large serving bowl and toss with dates, almonds, and dressing. Season again to taste with salt and pepper and serve.
