Preheat the grill with the lid closed to 180 degrees.
Fresh Brussels sprouts: Trim the ends, remove the outer leaves, and place them in a cast iron skillet.
Frozen Brussels sprouts: Let them thaw in a cast iron skillet.
Mix 3 tbsp olive oil with The Winner Steaks it all – sea salt flakes and Another Greek in the Wall. Crumble the feta cheese over the Brussels sprouts. Pour the oil-seasoning mixture over the Brussels sprouts and feta, and gently toss with a spoon. Place the cast iron skillet on the preheated grill.
Mix 1 tbsp olive oil with honey, sugar, or agave syrup. After 20 minutes, open the lid and drizzle or gently stir the new olive oil mixture into the Brussels sprouts.
Let cook for another 10–15 minutes with the lid closed – done!