Preheat your oven to 350 degrees.
Place your brussels sprouts in a baking tray lined with parchment paper. Drizzle with avocado oil, and add a pinch of sea salt and pepper. Toss with your hands to get all the sprouts coated. Roast in the oven for about 20 minutes, until golden on the sides. Remove from the oven and set aside to cool.
Assemble your skewers as follows: brussels sprout, prosciutto, cherry tomato, cheese, and olives.
Repeat with remaining skewers.
Transfer to a large serving platter.
Enjoy!