Oven roasted brussel's sprouts are good, but here's my current go to... CAJUN! Use a good cajun spice blend in a heavy pan with olive oil, sear them until almost black while stirring constantly (try to dry them out before hand, you need some moisture but you don't want the pan to start getting watery). Finish off under broiler! Can also add a cream base (butter + flour is good enough) and get them coated nicely with the seasoning for a good saucey effect.
For asparagus, parm encrusted pan roasted is the way to go everytime. Again, dry but not too dry. (Though less dry for thin asparagus). Heat up high, generous amount of olive oil in the pan(don't skimp, you need a good layer), put asparagus in a neat row, and roll them back and forth over each other near constantly. let them sit for a moment here and there to brown just a bit, but for the most part you keep them moving. Salt and pepper them to taste, but I'm pretty generous with both on asparagus. When about 30 seconds from done (fork/taste test until desired firmness), sprinkle a ton of grated parm and toss it around, adding more parm if too much falls off before it browns (use the cheap stuff in the can, not real parm, it crusts better, the shredded just melts). Again, gotta keep it moving, it will burn fast. Heat off, onto serving plate. Serve with lemon slices (just a few drops per!).