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Add olive oil to medium cast iron skillet. Heat over a medium flame.
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Once the oil is shimmering, add the onion. Cook for 5 minutes, moving around the pan frequently.
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While the onions cook, trim the ends off the Brussels sprouts and slice them into thirds.
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Toss the cut Brussels sprouts into the pan. Season with salt and pepper. Cook for Brussels for 10 minutes until the edges begin to caramelize. Only flip and stir the sprouts a few times.
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Once caramelized yet still bright green, remove from heat. Add paprika and lemon juice. Stir to combine.
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Serve hot with some parmesan cheese shreds if you want. It is 100% great without the cheese too.