Preheat oven to 400°F. Remove any damaged or discolored leaves from the sprouts and trim the bottom stem, then cut in half.
Toss sprouts with olive oil to coat, then season with salt and pepper. Arrange cut side down on a sheet pan and place in oven.
Cook for 20 minutes, flipping around halfway through. meanwhile add the Thai chili sauce, soy sauce, and sesame oil to a small bowl and stir to combine.
Remove the sprouts from the oven and transfer to a mixing bowl. Pour the sauce over top and toss or gently stir to coat, then place them back on the sheet pan and return to the oven for 5 minutes then serve immediately.