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Step 1
Preheat oven to 425°F and line a baking sheet with parchment paper.
Step 2
On a lightly floured surface, roll puff pastry sheets out and cut each rectangle into 6 squares.
Step 3
Toss trimmed asparagus in olive oil, thyme, and salt and pepper. Set aside.
Step 4
On each square of puff pastry, arrange a slice of prosciutto (folded in half if needed), 3-4 spears of asparagus, and about 2 tablespoons of cheese.
Step 5
Wrap bundle by lifting two opposite corners of the puff pastry and wrapping them around the asparagus. Press to seal.
Step 6
Brush puff pastry with beaten egg, sprinkle with more salt and pepper, and bake until golden and puffed, 12-15 minutes. Serve immediately and enjoy!