Heat olive oil in a large skillet over medium heat. Add Brussels sprouts and cook for 5-7 minutes, or until tender-crisp.
In a small bowl, whisk together cream cheese, Dijon mustard, and milk until smooth.
Pour sauce over Brussels sprouts and season with salt and pepper to taste.
Bake for 10-15 minutes, or until heated through and bubbly.
Serve immediately.
Tips:

For a richer flavor, use heavy cream instead of milk.
Add a pinch of nutmeg or garlic powder to the sauce for extra flavor.
Serve Brussels sprouts with a side of roasted chicken or pork.