Preheat oven to 425°F. Heat an oven-safe nonstick 12-inch sauté pan over medium-high heat and add olive oil and brussels sprouts in one layer and let cook undisturbed for about 3 minutes until beginning to caramelize. Turn occasionally for an additional 2-3 minutes until golden all over.
Transfer to the oven and roast for 8-10 minutes, until softened a bit but still slightly al dente. Drizzle with hot sauce, toss and top with crumbled blue cheese.