I tried a variant of this recipe last night. I roasted the brussels sprouts
as directed, but changed up the sauce component, largely based on what I had
on hand. And to decrease the fat/caloric factor.

First, I used about half the butter they suggested, and proportionately less
cream. I used toasted walnuts instead of hazelnuts (walnuts go very well
with gorgonzola). I was missing two ingredients that I usually have in the
house: shallots and lemon. I used the usual shallot replacement of minced
onion and minced garlic. I left lemon out altogether.

The verdict: Walnuts are fine. The roasting method is great--especially
preheating the roasting pan. The sauce was rather gummy and although the
flavors in it were good the texture detracted from the dish. Definitely, the
lemon would help cut it. In the future, to get the maximum flavor with
minimum calories, I would consider simply tossing the roasted sprouts with
toasted walnuts, crumbled gorgonzola, and the lemon zest and possibly some
lemon juice.