Preheat oven to 375 F / 190 C.
Trim the sprouts, if large cut them in half.
In a medium bowl toss sprouts with olive oil, salt and pepper, cayenne pepper.
Place sprouts on a greased baking sheet and bake for 30 minutes, shake the baking tray after 15 minutes to cook evenly.
In a medium skillet over medium heat, cook bacon until desired crispiness, once cooked cut into bite sized pieces.
Remove sprouts from the oven and toss in a large bowl with the bacon pieces.