Whisk together the lemon juice and olive oil in a small bowl. Add the capers and parsley and season with black pepper. Preheat grill. Grill the asparagus, brushed with olive oil. Toss the asparagus with the olive oil and season with salt and pepper to taste. Wrap a piece of prosciutto around each spear and place on a platter. Drizzle with lemoncaper vinaigrette and top with the cheese.
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