Combine the butter and vanilla bean seeds in a small bowl. Fold in the pecans and season with salt and pepper. Cover and refrigerate for at least 30 minutes before serving.
Preheat the oven to 375 degrees F. Place the Brussels sprouts in a medium roasting pan and toss with the oil and season with salt and pepper. Roast in the oven until lightly golden brown, 30 minutes. Transfer the sprouts to a large bowl, add the lime and orange zests. Transfer to a platter and top with some of the Vanilla-Pecan butter. Serve.