Preheat the oven to 450 degrees F (230 degrees C).

Combine Brussels sprouts, red onion, and garlic in a bowl; drizzle balsamic vinegar, olive oil, and maple syrup over top and toss to coat. Season with salt and black pepper; transfer to a baking sheet.

Roast in the preheated oven until sprouts are tender and sauce thickened, about 40 minutes.

Transfer Brussels sprouts mixture to a serving bowl. Add walnuts, cranberries, and feta cheese; stir to combine.