Preheat the oven to 230°C. Line a baking sheet with parchment paper.
Heat duck fat in a small saucepan over low heat until melted. Set aside.
Combine Brussels sprouts, salt, black pepper, and a pinch of cayenne pepper in a large bowl. Pour melted duck fat over Brussels sprouts and stir to coat evenly. Spread evenly onto the prepared baking sheet.
Bake in the preheated oven until Brussels sprouts are browned and tender, but still slightly firm, 15 to 20 minutes, flipping sprouts halfway through. Top with freshly squeezed lemon juice.