Step 1

Heat the oven to 400F. Line a large sheet pan with parchment paper and set aside.

Step 2

Prepare the asparagus: Rinse and pat dry the asparagus. Snap off the tough ends of the asparagus. Set asparagus spears aside. (Reserve the snapped ends for another meal, if you like.)

Step 3

Wrap the asparagus with prosciutto: Cut prosciutto slices in half down their length. Wrap each spear of asparagus with one strip of sliced prosciutto. Tug the prosciutto a little as you wrap it around the asparagus to give it tension. This helps to ensure that the prosciutto wraps around the asparagus tightly.Lay the wrapped asparagus spears on the lined sheet pan.

Step 4

Drizzle the asparagus with 1 to 2 tablespoons of olive oil. Sprinkle a pinch of black pepper on top.

Step 5

Bake the asparagus for 8 to 10 minutes. When done, the asparagus will be bright green and easily pierced with a fork, and the prosciutto will be crisped around the edges.

Step 6

Serve the asparagus. Transfer the asparagus to a serving platter. Top with lemon zest and freshly grated parmesan cheese, if using. Serve immediately while hot.