If your brussels sprout plants have reached maturity, you may find that even the upper leaves and top cabbage-like leaves are beginning to turn yellow and drop now, perhaps with signs of fungal disease like these. It’s best to harvest the sprouts asap.
You can harvest them by twisting off the individual sprouts. If they’re still nice and firm, they will store for a week or so quite happily in the fridge. If you’re not ready to eat them just yet, try cutting the stalk at the base, strip off all the leaves and stand in a bucket in a cool, dark shed. Doing this will help prevent the sprouts from opening, and hopefully will keep them from being eaten by pigeons/mice/slugs etc which are all in search of easy food at this time of year.
If the sprouts have already started to open, you may find they have been quite damaged already by slugs and pigeons. If they’re no good to eat, shred them and add to the compost pile, and don’t forget that the cabbage-like head at the top of the plant can be eaten – just treat as you would a savoy cabbage.