Preheat the oven to 375 degrees F. Line a rimmed baking sheet or a baking dish with aluminum foil.
In a small bowl, stir together the maple syrup, balsamic vinegar, and cayenne.
Arrange the halved strips of bacon on a work surface (a clean cutting board works well). Lightly brush each strip on one side with the maple mixture.
Place a Brussels sprout half, cut-side down, in the center of a strip of bacon.
Pick up each end and fold it up towards the center so that the two ends overlap. Secure with a toothpick and transfer to the baking sheet. Repeat with the remaining Brussels sprouts.
Brush or spoon additional maple mixture over each bacon-wrapped sprout (I found it easiest to briefly dunk and roll each sprout in the bowl with the maple mixture; be sure to shake off any excess).
Sprinkle the bacon-wrapped sprouts with flaky salt.
Bake the Brussels sprouts for 20 to 25 minutes or until bacon is crisp. Transfer to a serving plate and let cool a few minutes. Enjoy warm.
Notes
TO MAKE AHEAD: If you are prepping these ahead for a gathering, I suggest baking them until the bacon is *almost* crisp, then reheat them again, fully crisping the bacon, just before serving.
TO STORE: Refrigerate leftovers for 1 to 2 days.
TO REHEAT: Rewarm sprouts in the oven at 350 degrees F.