1) Preheat the oven to 200°C/gas mark 6. If the stalks of the asparagus are thick, peel the bottom 1/2 of each.
2) Lay the asparagus in a single layer in a shallow baking dish. Drizzle with olive oil and sprinkle with salt and pepper. Roast for 15 to 20 minutes, until tender.
3) Sprinkle with the parmesan and return to the oven for another minute. Serve with lemon wedges.