Preheat broiler to high. Brush each spear of asparagus with olive oil.
Grill asparagus for just a few minutes, the idea is to cook, but not brown the spears.
Remove from the oven and allow to cool until room temperature.
Wrap each spear with a thin slice of prosciutto
Sprinkle with shaved cheese. Drizzle with olive oil.
Season with a sprinkling of kosher salt and cracked pepper.