Let the bacon come to room temp to make it easier to wrap around the Brussels sprouts.
Preheat oven to 400F. Line a baking sheet with parchment paper and set aside.
In a small bowl, combine maple syrup, brown sugar, smoked pork rub and cayenne and whisk together until combined. Lay out bacon and brush with syrup -mixture.
Wrap each Brussels sprout with one half slice of bacon (syrup mixture out) and place on prepared baking sheet seam side down. Continue with all Brussels sprouts and remaining bacon slices.
Brush tops of wrapped sprouts with remaining syrup mixture and bake until crispy, about 30-40 minutes. Serve warm.