Marinate chicken in enough EVOO to coat, the juice of 1 lemon, thyme, salt and pepper. Marinate about 1/2 hour.
Bring a large pot of water to a boil.
Using a small, sharp knife, core the Brussels sprouts and separate leaves. Salt water and add all of the baby cabbage leaves to pot – you should have at least 6 cups loosely packed. Count to 30 then drain and cold shock the leaves; drain again.
Heat a grill pan and grill the chicken about 12 minutes, turning occasionally.