1. Preheat oven to 400°.
2. Arrange Brussels sprouts on a jelly-roll pan coated with cooking spray. Drizzle with oil; toss to coat. Bake at 400° for 15 minutes. Add shallots, pepper, salt, and pancetta to pan; toss well. Bake at 400° for 10 minutes. Add sugar and vermouth; toss to coat. Bake an additional 10 minutes or until caramelized.