Trim the Brussels sprouts of any dry ends and loose leaves, then halve. Place halved sprouts along with grapes and walnuts on a rimmed baking sheet. Turn some of the cut sides down. (I line my sheet with foil for quick clean up.) Drizzle the olive oil evenly over the top, sprinkle with thyme, salt and pepper and toss to coat.
Roast for 25-30 minutes or until the sprouts are well-browned in places, the nuts are fully toasted and the grapes are darkened in color and very plump.
As soon as you remove the pan from the oven drizzle the balsamic vinegar over the contents of the pan and toss to coat. Transfer to a serving dish and sprinkle with a little additional sea salt, if desired.