This holiday-worthy, crowd-pleasing side dish (you can never go wrong with cream and cheese) requires you to open and close the oven door multiple times, so make sure you pay attention to the visual cues since no oven is exactly the same.
- 8 ounces pancetta, cut into ½-inch pieces
- 2 pounds Brussels sprouts, trimmed, halved, quartered if large
- 2 shallots, thinly sliced
- 3 garlic cloves, finely grated
- 4 tablespoons melted unsalted butter
- ½ teaspoon freshly ground black pepper
- 2 tablespoons thyme leaves, divided
- 1 tablespoon Dijon mustard
- 2 ounces Gruyère, grated (about ⅔ cup)
- 2 ounces Parmesan, crumbled (about 1 cup)
- 1 teaspoon crushed red pepper flakes
Position racks in upper and lower thirds of oven; preheat to 475°. Spread pancetta on a rimmed baking sheet and roast, tossing once halfway through, until lightly browned and fat is beginning to render, 6–8 minutes.
Transfer pancetta to a large bowl; reserve baking sheet. Add Brussels sprouts, shallots, garlic, butter, black pepper, and 1 Tbsp. thyme to bowl with pancetta and toss to coat. Scrape Brussels sprouts mixture into a 13x9" baking dish. Roast gratin on bottom rack until tops of Brussels are browned, 15–20 minutes. Carefully toss to expose green Brussels below, then continue to roast until tops of Brussels are browned, 15–20 minutes more.
Whisk cream and mustard in a large glass measuring cup. Arrange walnuts on reserved baking sheet with pancetta drippings.
Remove gratin from oven, carefully pour in cream mixture, and sprinkle cheese over.
Reduce oven temperature to 375°. Return gratin to bottom rack, then place sheet with walnuts on top rack. Roast, tossing nuts halfway through, until nuts are browned on both sides, 8–10 minutes, and cream is thick, vigorously bubbling, and browned around the edges, 15–20 minutes. Let gratin cool 10 minutes.
Meanwhile, chop walnuts and transfer to a medium bowl. Add red pepper and remaining 1 Tbsp. thyme and toss to combine. Top gratin with walnut mixture before serving.