Preheat oven to 400°F. Cook brussels sprouts in medium saucepan of boiling salted water until crisp-tender, about 5 minutes. Drain. Spread brussels sprouts on rimmed baking sheet in single layer. Sprinkle with bacon, lemon slices, salt, and pepper; stir. Roast brussels sprouts until tender and beginning to brown, stirring every 10 minutes, about 30 minutes. Transfer to bowl and serve.