Heat a large saute pan over medium high heat for 1 minute. Add olive oil, followed by sliced Brussels sprouts. Cook, stirring occasionally for 7 to 9 minutes, until sprouts are lightly charred. After removing from heat, transfer to a large bowl.
In a small bowl, whisk mayo, mustard, Worcestershire sauce, lemon juice, garlic, anchovies and hot sauce. Pour dressing over the Brussels sprouts and gently toss to combine.
Add salt and pepper to taste. Sprinkle with grated Parmesan.