Preheat the oven to 425℉.
Place asparagus on a lightly greased baking sheet and coat very lightly with olive oil. You want just enough to make the salt and pepper stick but not enough to make it soggy. Sprinkle the asparagus with the salt and pepper to taste.
Roast the asparagus until almost done but not quite as cooked as you want it to be. Depending on thickness, this could take anywhere between 4-12 minutes. Prick the thick end with the tip of a knife to check; you should have a hint of resistance.
Remove the asparagus from the oven and sprinkle with the asiago cheese. Broil for 1-2 minutes, watching closely, or until the cheese is melted and turning golden brown.
Squeeze a bit of lemon juice overtop and garnish with lemon slices, if desired.
