Place bacon, in batches, in single layer on paper towel-covered microwaveable plate; cover with second paper towel. Microwave on HIGH 1-1/2 min. (Bacon will not be done.)
Spread bacon with mustard. Place 1 Brussels sprout half, cut side up, on center of each bacon piece; fold ends of bacon over sprout. Place, seam side down, on rimmed baking sheet. Repeat with remaining bacon and sprout pieces.
Bake 20 to 25 min. or until bacon is crisp and sprouts are tender.