Preheat oven to 400 degrees F. Toss brussels sprouts, olive oil, salt, and pepper in a large baking dish until well combined. Roast for 15 minutes, until light golden. Toss the brussels sprouts and continue to roast for 10 more minutes.
In a medium bowl, whisk together egg, heavy cream, rosemary, garlic powder, onion powder and red pepper flakes. Stir in mozzarella and half of the cheddar cheese.
Remove brussels sprouts from oven. Pour cheese mixture over the top and stir together. Top with bacon and remaining cheddar cheese.
Reduce oven temperature to 350 degrees F. Return baking dish into the oven and bake for 20 minutes, until cheese is bubbly and golden. Let cool 5 minutes before serving.