Preheat the oven - Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper, if desired. Make sure to preheat the oven so that it's hot and ready to go when you're finished preparing the bundles.

Prepare the asparagus - Trim the woody ends off of the asparagus spears and discard them. Cut the asparagus spears in half crosswise. To trim the asparagus, hold the spear at the bottom and bend it until it snaps. The point where it breaks is where the woody part ends and the tender part begins.

Wrap the asparagus in prosciutto - Take a slice of prosciutto and wrap it tightly around an asparagus spear. Place the wrapped spear on the prepared baking sheet. Repeat with the remaining asparagus and prosciutto slices. Make sure to wrap the prosciutto tightly around the asparagus so that it stays in place during baking.

Bake the bundles - Bake the asparagus and prosciutto bundles in the preheated oven for 10-12 minutes, or until the asparagus is tender and the prosciutto is crispy. Watch the bundles closely towards the end of the baking time to make sure that the prosciutto doesn't burn.

Garnish and serve - Remove the baking sheet from the oven and let the bundles cool for a few minutes. Sprinkle finely grated parmesan cheese over the top of the bundles and serve warm. For an extra kick of flavor, try drizzling the bundles with a balsamic reduction or a sprinkle of lemon zest before serving.