Place trimmed Brussels sprouts, coconut oil, kosher salt, and pepper in a large resealable plastic bag. Seal tightly, and shake to coat. Pour onto a cooking sheet, and place on center oven rack.
Roast in the preheated oven for 30 to 45 minutes, shaking pan every 5 to 7 minutes for even browning. Reduce heat when necessary to stop burning. Brussels sprouts should be darkest brown, almost black, when done. Adjust seasoning with kosher salt, if necessary. Serve immediately.