Preheat your oven to 400°F (200°C) and toss halved Brussels sprouts with olive oil and salt. Arrange them on a baking sheet and roast for about 25 minutes.
In a deep pan, heat vegetable oil and fry the sliced shallots until golden and crispy, about 7-10 minutes. Transfer to paper towels and season with salt.
In the same pan, melt butter and sauté the mushrooms until browned. Season with salt.
Deglaze the pan with white wine and simmer until reduced. Add roasted Brussels sprouts and heavy cream, cooking until sauce thickens.
Serve the creamy mixture topped with crispy shallots.
Notes
For maximum crispiness of shallots, slice them thinly and fry immediately before serving.