Preheat the oven to 400°F (200°C) and line a rimmed baking sheet with parchment paper.

In a large mixing bowl, toss the trimmed asparagus with olive oil, salt, and black pepper until evenly coated.

Lay a slice of prosciutto on a flat surface; if the slices are wide, cut them in half lengthwise.

Gather 2 to 3 asparagus spears and wrap the prosciutto slice tightly around the middle in a spiral motion.

Place the bundles on the prepared baking sheet in a single layer, ensuring they do not overlap.

Roast for 10 to 12 minutes, or until the prosciutto is crisp and the asparagus reaches a tender-crisp texture.

Remove from the oven and garnish with lemon zest before serving immediately.