I cover all my brassicas with a mosquito net to keep the insects off them. Pollination's not an issue so it doesn't matter that they're covered. No holes, no caterpillars no problems. So i get a good crop every time. I don't grow brussles though as they like a frost or two and my winters are too mild.
My Dad used to grow them though and just treated like cabbage or other brassicas.

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The secret is the soil.