Preheat the oven to 210C/190C Fan.
Tip the sprouts into a roasting tin - you want to use a small ish one so the sprouts are in a double layer. Drizzle with a little olive oil and season generously with salt and freshly ground black pepper. Toss gently to coat then roast in the oven for 5 minutes.
Meanwhile, add a drizzle of oil to a non-stick frying pan and set over a medium-high heat (you won’t need much oil as the pancetta will release its own fat). Add the pancetta cubes and sauté for a couple of minutes, tossing occasionally, until nice and crispy.
Add the finely chopped shallots to the pancetta and cook over a low-medium heat for about 3-4 minutes, stirring occasionally, until the shallot has softened, but not coloured. Add the crushed garlic and continue to cook for 30 seconds, stirring to ensure it doesn’t catch and burn.
Tip the pancetta-shallot mixture over the roasted sprouts and stir well. Set aside. Pour the cream into a medium-sized saucepan and set over a medium heat. Add the Dijon mustard and half of the grated cheese. Stir to combine as you slowly bring to a simmer. Once bubbling, remove from the heat and pour over the sprouts. Sprinkle over the remaining grated cheese and season generously with freshly ground black pepper.
Pop in the oven and bake for about 10 minutes - or until golden and bubbling. Leave to stand for a couple of minutes before serving hot.