Preheat your oven to 450° F (225° C), preferably with the broiler function on.
Wash and trim the asparagus.
Slice the cheese into 3 pieces, and then divide each slice in two.
Cut the slices of prosciutto in two pieces lengthwise, and wrap each piece around one asparagus and two pieces of cheese.
Place in a baking dish lined with parchment paper Add pepper and drizzle with olive oil.
Broil in the oven for about 15 minutes until golden brown.