Microwave bacon slices, in batches, between paper towels, at HIGH for 1 1/2 minutes.
Cut slices in half crosswise.
Cut Brussels sprouts in half lengthwise. Wrap 1 bacon piece around each Brussels sprout half; secure with a wooden pick.
Place sprouts, cut sides down, on a lightly greased wire rack on a baking sheet.
Sprinkle with pepper to taste.
Bake at 400 for 20 to 25 minutes or until bacon is crisp and Brussels sprouts are tender.
Serve with Creamy Mustard Sauce, if desired.
Creamy Mustard Sauce: Stir together 1/2 cup sour cream, 2 tsp. whole grain mustard, 1 tsp. brown sugar, and salt and pepper to taste in a bowl. Makes 1/2 cup. Prep: 5 min.