Preheat oven to 400°F with a rack in upper third of oven; line a large baking sheet with foil. Cut brussels sprouts in half lengthwise. Using a melon baller, carefully remove inner leaves to form a scoop shape (reserve leaves for another use). Trim excess stem from bottom of each half.
Toss scooped halves with oil, salt, and pepper on baking sheet. Bake until crisp and browned, about 25 minutes.
Whisk mayonnaise, vinegar, miso, honey, and soy sauce in a small bowl until well combined. Arrange brussels sprout halves on a serving platter; serve with miso dressing.