Peel off the outer leaves from the Brussels sprouts and then slice each one in half.
Heat the oil in a large frying pan over a medium heat. Put the sprouts into the pan, cut-side down and leave them to sizzle away for 10 minutes without disturbing them. Halfway through cooking, dot over the butter and allow it to sizzle and brown – the sprouts needs to be really crispy and dark brown. If they are just lightly brown, carry on cooking them for another 5 minutes, then turn over and continue to cook for another few minutes until just cooked through and tender when pierced with a small sharp knife.
Remove the sprouts from the heat and season with salt then scatter over the lemon preserve and toss until evenly coated. Sprinkle over the Parmesan and toss again before tipping into a warmed serving dish. Serve at once.
Scrub the lemons clean and place in a pan covered with 1.5 litres (2 1/2 pints) of water. Bring to the boil, then reduce the heat and simmer for 10-12 minutes until softened. Using a slotted spoon, transfer the lemons to a bowl of iced water to cool them down quickly and prevent them from cooking any further.
Add the sugar and salt to the cooking liquid. Remove from the heat and whisk in the spices. Pack the lemons into sterilized Kilner jars and pour over enough of the bring to cover completely, then push a chilli, bay leaf and sprig of rosemary down the side of each one before sealing tight. Store in a cool place or in the fridge for up to 2 weeks before using. To use, drain the lemons and finely dice the flesh.