Wash brussels sprouts and remove outer leaves. Cut the stem off of each sprout and cut in half.
Cook bacon over medium heat in a large high rimmed skillet. Remove from skillet and set aside.
Deglaze pan with soy sauce and add butter. Once butter is melted, add brussels sprouts and cook over medium-high heat until sprouts are browned and caramelized on all sides (approximately 15 minutes). To ensure all sides are browned, it works well to lay sprouts flat side down for first 5 minutes of cooking.
Remove sprouts from pan and place in serving dish. Sprinkle with bacon and blue cheese and serve.