1) Preheat the oven to 200°C.
2) Snap the dry stem ends off of each asparagus and place on a heavy baking tray. Drizzle with olive oil, sprinkle with salt and pepper, and toss.
3) Roast until the asparagus is tender, about 15 minutes. Cool completely.
4) Wrap each asparagus with 1 piece (about 1/2 a slice) of prosciutto, exposing tips.
5) Arrange on a platter and serve at room temperature.