Turn oven to Broil. Line baking sheets with grease proof paper.
Snap bottoms off of asparagus.
Lay 1 half piece of prosciutto ham, place a spoon of parmesan and spread on to ham. Place 1 spear (if large) or 3 (if small) on top. Starting at one end, wrap the ham around the asparagus until you get to the other end. Place onto baking sheet. Drizzle with olive oil and black pepper.
Place in oven for 8-10 minutes or until desired texture of ham is reached.