1.Preheat a broiler to high. Cut off the tough bottom ends of the asparagus. Add the asparagus stalks to a foil-lined baking sheet.
2.Drizzle them with olive oil, and add the kosher salt and a few grinds of black pepper. Thinly slice 4 lemon wheels from the lemon, then add them right on the baking sheet.
3.Broil 3 minutes. Remove the tray and stir. Then broil 2 to 3 minutes more, until the spears are tender when pierced by a fork at the thickest part. Sprinkle with grated Parmesan cheese and serve.