Preheat the oven to 400°. Spread the pecans in a pie plate and bake for 5 minutes, until toasted. Let cool, then coarsely chop.
In a large saucepan of salted boiling water, blanch the brussels sprouts until bright green, for about 3 minutes. Drain well, cut in half and pat dry.
On 2 large rimmed baking sheets, toss the brussels sprouts with the olive oil. Season with salt and pepper and turn them cut sides down. Roast in the upper and lower thirds of the oven for about 20 minutes, until just tender and nicely browned on the bottom; switch the baking sheets halfway through roasting.
In a large bowl, toss the brussels sprouts with the pecans, avocado and thyme. Season with salt and pepper and transfer to a bowl. Drizzle with the balsamic vinegar, drizzle with honey and serve.