Preheat oven to 400 degrees. Wash asparagus and trim. Cut to even lengths, about 7 inches. Brush asparagus with olive oil and arrange in a single layer in a shallow baking pan. Season well with salt and pepper. Sprinkle with a little Parmesan.
Roast until tender, about 15 minutes. Serve very hot, sprinkled with more Parmesan.