Preheat your oven to 400°F (200°C).

Combine the mayonnaise, Greek yogurt, minced garlic, lemon juice, kosher salt, and cracked black pepper in a bowl. Whisk until smooth.

Trim the ends of the Brussels sprouts, and wrap each sprout with a strip of bacon, securing with a toothpick if necessary.

Arrange the wrapped Brussels sprouts on a baking sheet in a single layer. Bake for 40 minutes, until the bacon is crispy and golden brown.

Serve the Brussels sprouts warm, alongside the aioli dip.