In a large bowl, whisk together two tablespoons of the avocado oil, thyme, garlic powder, salt, and cayenne.
Add in the halved brussels sprouts and toss until they are coated in the oil. Spread them out, cut side down, on a sheet pan in an even layer. Bake for 20 minutes.
While the brussels sprouts are baking, add the remaining avocado oil, dates, and walnuts to the bowl. Toss to coat. Once the brussels are done, remove the pan from the oven and sprinkle on the walnuts and dates.
Return them to the oven, turn the oven off, and let them cook for 10 more minutes.