For this recipe, I use grated parmesan. The finer, rounded particles make it easy to make a paste for a sticky coating on the sprouts. If you have a wedge of cheese you'd like to grate instead, use the finest grate size or a rasp grater. Pre-shredded parmesan sold in bags tends to be thicker and harder, making mixing more difficult. It will give a more webbed pattern when roasted since it does not melt as quickly.