Line a rimmed baking sheet with foil and preheat the broiler.
Pulse the sprouts in your food processor until they are roughly chopped.
Toss the chopped sprouts with olive oil and walnuts and spread in a layer on the baking sheet. Broil just until the sprouts and the nuts look a little charred in places, about 10 minutes.
Transfer to a serving bowl and toss in the feta. Drizzle with a little more olive oil, sprinkle with a little more sea salt and pepper and serve.