Chop the bacon into small bits. Slice the shallots into lengthwise slivers. Mince the herbs. (If you have fresh bay leaves, strip out the center vein then mince the leaves finely. If the bay leaves are dried, use them whole then remove before serving.) Cut each Brussels sprout in half, lay the pieces cut-side down, and then slice lengthwise into halves or quarters. Cut the cheese into small cubes.

Add the olive oil and bacon into a cold skillet placed over low heat. Cook for a few minutes; the fat from the bacon will render as the bacon cooks. Add shallots and herbs, and cook over medium heat until the shallots are translucent and begin to brown. Add the sprouts and salt to the pan and stir. If not serving immediately, cook for just a few minutes then set aside for an hour or refrigerate for a day. Finish cooking until the veggies are just wilted, or done to your liking. Season to taste. If using the cheese, sprinkle the cubes on top, put a lid on the pan, and let everything continue to cook over very low heat until the cheese has just started melting.