Heat up a barbecue grill or chargrill to medium-high. Boil the brussels sprouts in a large pot for 2 minutes or until they are slightly cooked. Rinse them with cold water and let them dry.

Divide the bacon into smaller pieces by cutting it in half both lengthwise and widthwise. Roll up each piece of bacon and thread it onto skewers that have been soaked in water, alternating with the brussels sprouts.

Mix oil, vinegar, mustard, honey and thyme in a jar with a tight-fitting lid. Shake until well combined. Use the mixture to brush over the skewers. Grill the skewers, turning occasionally, for 5 minutes or until they are slightly charred. Move them to a serving platter. Serve with a side of lemon.