Wash and dry the brussels sprouts and cauliflower. Toss the vegetables in the avocado oil until coated. Arrange them in a single layer on a baking sheet. Bake for 20 minutes.
While the veggies are baking, add all remaining ingredients (except the peanuts and green onion) to a saucepan over medium heat and whisk together until well combined and thickened. Set aside.
Once the veggies are cooked, transfer them to a large mixing bowl and pour the sauce over them. Stir gently to coat the veggies.