In a skillet, combine sprouts and 1/2 cup water; season with salt and pepper. Bring to a simmer over medium heat. Cover; cook, stirring occasionally, until most of the water has evaporated and sprouts are crisp-tender, 5 to 8 minutes (add 1/4 cup more water if skillet becomes dry before sprouts are done).
Increase heat to medium-high; add oil to skillet. Continue to cook, uncovered, without stirring, until sprouts are golden brown on underside, 5 to 7 minutes. Remove from heat. Stir in lemon juice; season with salt and pepper. Serve with lemon wedges.