Blanching is optional, but it allows you to roast at a higher temperature to crisp up the edges and only for a small amount of time. Unlike my recipe, that is slow and low for almost an hour. When I do this method I blanched my Brussels sprouts for just a few minutes then I shock them with cold water. Drain them very well, toss them with oil and season with salt and pepper and throw them in a 450 degree oven for just 5-10 minutes until the edges are crisped up.