Put the egg in a small saucepan with enough cold water to cover. Bring to a boil. Cover the pot, and remove from the heat; set aside for 10 minutes. Drain; roll the egg between your palm and the counter to crack the shell, and then peel under cool running water.
Trim the woody ends from the asparagus. Spread the spears in a single layer on a baking sheet, drizzle with olive oil, sprinkle with the salt, and roll to coat thoroughly. Roast the asparagus until lightly browned and tender, about 8 minutes, giving the pan a good shake about halfway through to turn the asparagus. Arrange the roasted asparagus on a serving platter. Rub the egg through a medium-mesh strainer and sprinkle it over the asparagus.
Grind a generous amount of black pepper over the top. Serve warm or room temperature.