Preheat oven to 400 degrees F. Line a baking sheet with foil and set aside.
Cut prosciutto slices lengthwise into 2 thin strips. Gather 2 to 3 asparagus spears and carefully tie prosciutto into a knot around asparagus bundle. Continue until all ingredients are used.
Place asparagus bundles on prepared baking sheet.
In small bowl, whisk together olive oil and lemon juice. Drizzle over asparagus. Season, to taste, with salt and pepper.
Roast in preheated oven for 8 to 10 minutes.