Trim the bases off the Brussels sprouts and cut in half lengthways (ensuring the cut goes through the centre of the base).
Bring a saucepan of salted water to the boil. Add the sprouts and blanch for 3 minutes then transfer to a colander to drain.
Heat the olive oil in a large frying pan and fry the bacon for a few minutes, until golden and starting to crisp. Add the sprouts and season with salt and pepper. Cook for 3-5 minutes, tossing occasionally, until the sprouts start to colour.
Add the walnuts, lemon zest and lemon juice. Adjust the seasoning to taste. Serve immediately from the pan or in a warmed serving dish.