Preheat the oven to 400°F. Wash and trim the asparagus spears. Cut prosciutto slices in half lengthwise. Wrap each asparagus spear with a half slice of prosciutto, leaving the tips exposed. Place the bundles on a baking sheet and drizzle with olive oil. Bake for 10-12 minutes, until the prosciutto is crispy and the asparagus is tender. Remove from the oven and sprinkle with freshly grated Parmesan cheese. Serve hot.