Rinse the Brussels sprouts, cut in halves, the dry with paper towels. Place in a medium bowl.
Add the olive oil, pepper, salt and Parmesan cheese. Toss until the sprouts are coated well.
Transfer the sprouts to the air fryer, positioning them on the rack cut side up.
Without preheating, fry the sprouts at 380F for 16 minutes, or until dark golden brown and crispy. You can brush them with a little more olive oil half-way through. This makes the sprouts less dry and improves browning.
Once the sprouts are done, transfer them to a serving platter and serve hot with your favorite dipping sauce (or see my recommendations in the notes), sprinkled with more Parmesan cheese an drizzled with a little bit of olive oil.