1. Prepare the grill for direct cooking over low heat (250° to 350°F) and preheat the grill pan.
2. In a medium bowl mix the marinade ingredients. Add the brussels sprouts and turn to coat them evenly.
3. Spread the brussels sprouts in a single layer on the grill pan and grill over direct low heat, with the lid closed as much as possible, until crisp-tender, 10 to 15 minutes, turning several times. Transfer to a serving bowl and add the lemon zest and vinegar. Toss to coat evenly. Season with salt, if desired. Serve warm.