Wrap one piece of prosciutto around an asparagus spear and press to adhere. No need for a toothpick, the meat will stick to itself. Repeat with remaining asparagus and prosciutto.
Brush each spear lightly with olive oil.
Place the asparagus on the grill and cook for 2-3 minutes on each side until the prosciutto is crisp and the asparagus is tender.
Transfer the asparagus to a serving platter and garnish with parmesan cheese. Serve with balsamic glaze for dipping, if desired.
Notes
The asparagus spears can be prepped ahead and wrapped up to 24 hours in advance. Store in the refrigerator covered with plastic wrap until ready to grill. Brush with olive oil right before grilling.