Preheat oven to 425 degrees.
Spread out the Brussels sprouts on a sheet pan, drizzle generously with olive oil and balsamic vinegar. Toss to combine. Roast for about 20-30 minutes, until the Brussels sprouts start to brown and caramelize. Then add the mushrooms and thyme, toss to incorporate, and roast for an additional 10 minutes.
Add the hazelnuts and roast for a final 5 minutes, keeping a close eye that the nuts turn golden brown and don’t burn.
Remove from oven and place ingredients in a serving bowl. Toss with lemon zest, an extra drizzle of olive oil and salt and pepper to taste. Garnish with fresh parsley.
Serve immediately.