Preheat the oven to 425 degrees F. Cover two sheet trays with aluminum foil or parchment paper.
In a large bowl, toss the Brussels sprouts with 2 tablespoons of the olive oil and season with salt and pepper. Place the Brussels sprouts in the oven.
Meanwhile, pat the fish dry with paper towels, inside and out. Season the cavities with salt and pepper and stuff with thyme sprigs (6 or 7) and lemon slices.
Arrange the fish on the second sheet tray, season with salt and pepper, and drizzle with olive oil. Place the tray in the oven with the Brussels sprouts (on the lower rack) and roast for 20 to 25 minutes or until the flesh is flaky and cooked through, and the Brussels sprouts are lightly browned.
To debone: Using two forks, remove the top skin from the fish and discard. Carefully remove the top fillet to a warm serving platter. Lift out the backbone and ribs, and remove the bottom fillet. Repeat with the remaining fish. Arrange the Brussels sprouts on the platter with the fish. Squeeze with lemon juice and drizzle with olive oil. (Optional: garnish with fresh chopped parsley.)
Serve with roasted potatoes.
