Here is a picture of the whole plant.

My Brussels sprouts have looked like that too, and I'm pretty sure it was cabbage loopers/worms. Have you seen a white "butterfly" around?

I have not seen any white "butterfly" around the garden but that doesn't mean that it hasn't been visiting. I will keep an eye out for it. Are the holes damaging to the plant's health or future production? I will use some organic spray on the garden in the morning. Maybe that will help....

If it's cabbage worms, the standard defense is to use Bt. I only grow a dozen or so brassica plants at a time (broccoli, cabbage, brussels sprouts) so I've been able to just handpick any caterpillars I find and not bother spraying. I also cover young plants with a wire cage covered in tulle to protect them when they are small. If you make your cage big enough, you could keep them covered all the time; that would also keep out the cabbage worms.

If it's slug damage, try putting out low bowls of beer in the evenings and see how many you catch. You could also go out at midnight (not sunset) with a flashlight and see if there are any on the plant. I finally resorted to slug killer (Sluggo, etc.) and was able to take care of them with a single application. (Though I keep an eye out for new damage and can always apply more.)