Preheat oven to 325 degrees Fahrenheit.
Slice Brussels sprouts and place into the baking dish.
Mix the heavy cream, Parmesan cheese, garlic, salt, and pepper in a bowl. Pour over the Brussels sprouts to coat them.
Cover the baking dish with foil. Bake for 90 minutes and then test the Brussel sprouts for softness. Continue baking until they are soft.
Finish by baking uncovered for 15 more minutes to brown the Brussel sprouts.