Toss the veggies in the olive oil and sprinkle with salt and pepper. Add to an air fryer basket or large baking sheet.
Air fry for 24-28 minutes at 375ºF, shaking halfway through. Bake for 25-30 minutes at 400ºF. You want the sweet potatoes to be cooked through, the onions to slightly caramelize, and the brussels sprouts to be crispy and slightly brown in spots.
While the veggies roast, add the balsamic BBQ ingredients to a small saucepan over medium-low heat. Reduce to a thicker sauce, about 5-10 minutes. Salt to taste, if needed. The recipe makes 2x the glaze you'll need. Reserve for serving, a second batch, or as a sauce for proteins.
Toss the roasted veggies in half the glaze, about 1/3 C or 80-90 grams. Serve warm.