Preheat the oven to 425°F (220°C). Line a baking sheet with aluminum foil.

Trim the tough ends off the asparagus spears.

Wrap each spear with a slice of prosciutto, starting from the base and spiraling up to the tip.

Lightly drizzle the asparagus with olive oil and sprinkle with black pepper.

Place the wrapped asparagus on the prepared baking sheet.

Bake for 10-12 minutes until the prosciutto is crispy and the asparagus is tender.

Sprinkle with lemon zest if desired. Serve hot or at room temperature.