Toss Brussels sprouts with olive oil, salt, and pepper together in a bowl until coated. Transfer coated sprouts to a baking sheet.
Bake in the preheated oven until sprouts are tender, about 15 minutes.
Cook and stir hazelnuts in a skillet over medium-low heat until lightly toasted and fragrant, about 5 minutes. Transfer hazelnuts to a bowl.
Cook and stir bacon in the same skillet over medium heat until crisp, about 10 minutes. Add maple syrup and rosemary; cook, stirring often, until the bacon drippings and maple syrup begin to thicken and stick to the back of a spoon, about 10 minutes.
Combine cooked Brussels sprouts and bacon mixture together in a large bowl; toss until sprouts are coated with maple syrup sauce. Sprinkle in hazelnuts, cranberries, and Pecorino-Romano cheese; toss well. This dish is best served warm.