Cut the end off the Brussels sprouts. Then, using a sharp paring knife, carefully carve out the core. Once you've cored all the Brussels sprouts you can begin separating the leaves into a large bowl. (You can do this a day or two ahead and cover the bowl and leave it in the refrigerator until ready to saute them).
Add 3 tablespoons of olive oil to a large saute pan and heat over medium-high heat. Add the Brussels sprout leaves and salt and pepper to taste. Saute for about 10 minutes. Taste and adjust seasoning if needed. Serve hot or at room temperature.