Preheat the grill to medium-high heat.
Rinse the Brussels sprouts under cold water and trim off the stem ends. Cut any large sprouts in half to ensure even cooking.
In a mixing bowl, combine olive oil, balsamic vinegar, garlic powder, salt, black pepper, and paprika (if using). Whisk until well combined.
Add the Brussels sprouts to the bowl and toss to coat them evenly with the marinade.
If using small sprouts, thread them onto skewers for easy grilling.
Place the Brussels sprouts (or skewers) on the grill and cook for about 12-15 minutes, turning occasionally until they are charred and tender.
Remove from the grill and let them rest for a couple of minutes.
Serve grilled Brussels sprouts with lemon wedges on the side for added flavor.
For extra flavor, consider adding grated Parmesan cheese after grilling.