Cover a baking sheet with aluminum foil and preheat your oven to 425°F
In a large bowl or baking dish, coat the asparagus spears with extra virgin olive oil and fresh black pepper (remember that the cured ham and Manchego cheese are both salty, so skip adding extra salt here)
Wrap each asparagus spear with cured ham. If your ham slices are very large, you may only need to use half per spear. Roll on the diagonal to fully wrap the asparagus.
Place each wrapped spear on the baking sheet, making sure they aren’t touching one another (or they’ll steam instead of getting crispy).
Drizzle lightly with olive oil
Bake for five minutes in the middle of the oven
Remove from oven and flip each ham wrapped asparagus spear so that both sides get nice and crispy. At this point grate manchego cheese on top, and return to the oven.
Bake for five more minutes and if not yet browned, turn the heat up to broil just until golden on top.
Remove and let cool slightly.
Serve immediately or reserve and reheat quickly before serving.