Preheat oven to 400°F. Bring a pot of salted water to a boil and set aside a large bowl of ice water.
Clean the brussels sprouts; trim the ends and remove loose outside leaves. Drop them into the boiling water and cook for about 4 to 5 minutes, until they are bright green and crisp-tender.
Quickly drain and add to the bowl of ice water to stop the cooking.
Cut the sprouts in half lengthwise and place in a bowl. Separate the onion slices into rings and add to the sprouts.
Add the olive oil and lemon juice and season with salt and pepper.
Arrange the mixture on a large baking sheet that has been coated with nonstick spray. Roast until the brussels sprouts are very tender and lightly caramelized, 18 to 20 minutes.
Remove from the oven and toss with the crumbled blue cheese. Taste and adjust the seasoning if necessary.
Notes
We prefer to blanch the brussels sprouts for this recipe, but it's not mandatory. If you'd rather skip this step, just lower the oven temperature to 375° and extend the cooking time.