Brussels sprouts are infested

Don’t destroy your sprout plants unless they have been completely wrecked by caterpillars. You’d be surprised at how they can recover during the coming autumn and winter and although the crop may be reduced, there should still be some edible sprouts later.
It is worth picking any remaining caterpillars off, although by now they will have become lethargic and are unlikely to cause much more damage. Pick off any yellowing  or dead leaves, too, and give the plants time to recover.
Dead leaves can be composted with or without caterpillars. There is no need to pick the caterpillars off and, if they perish in the compost bins, that will do no harm. If you feel that the sprouts are so spoilt that you must pull them up, then compost them all without picking the caterpillars off.