Trim off the rough stem from Brussels sprouts. Steam Brussels for 5 minutes, remove immediately and place into an ice bath to cool.
In a medium size bowl combine olive oil, balsamic, honey, lemon juice, Dijon, garlic, and dry rub. Whisk to incorporate and add to a 1 gallon baggie.
Remove Brussels sprouts from ice bath, cut the Brussels in half, lengthwise, and place into the marinade for 2 to 4 hours. Remove from marinade, and then skewer.
Prepare grill for direct/indirect cooking method.
Place bacon on indirect side. Bacon has lots of fat, and it will potentially cause flare ups over direct heat. Cook the bacon on indirect for up to 12 minutes or until crispy. Remove from grill and dice.
In the meantime, place Brussels skewers on direct heat. Rotate sprouts over direct heat every few minutes until nicely charred on all sides. About 5 - 6 minutes total time, will vary based upon size of flame.
Remove sprouts from the skewer, place in a large bowl, and glaze one more time with remaining balsamic marinade. Top with bacon and the parmesan and serve.