How to Make It
Preheat oven to 425°F with racks in upper and lower thirds. Trim Brussels sprouts and halve lengthwise, pulling off and reserving any loose outer leaves. Transfer Brussels sprouts and leaves to a large bowl.
Place 2 rimmed baking sheets in preheated oven on upper and lower racks; let heat until hot, about 5 minutes. Meanwhile, add oil, pancetta, salt, and pepper to Brussels sprouts in bowl; toss to coat.
Place hot baking sheets on a heatproof surface; divide Brussels sprouts mixture (including oil) evenly between them, carefully placing as many Brussels sprouts cut sides down as possible. Return baking sheets to oven; roast for 10 minutes. Rotate baking sheets from top to bottom; continue roasting until Brussels sprouts are deeply browned and leaves are browned and crispy, 6 to 8 minutes.
Remove Brussels sprouts from oven; sprinkle evenly with lemon zest and serve immediately. (To make ahead, let roasted Brussels sprouts stand, undisturbed, on baking sheets for up to 2 hours. Reheat at 350°F until crispy, 5 to 7 minutes, then garnish with lemon zest.)
Cook, cut sides down, on already hot baking sheets for the best browning.