Prep the asparagus - Break the fibrous ends off of each of the spears and peel any tough skin. Lay the asparagus out on a plate in a single layer and microwave for two minutes.
Preheat the oven and wrap the asparagus - Preheat the oven to 400℉, convection roast setting. Tightly wrap each spear in a slice of prosciutto and lay them out on a baking sheet in a single layer.
Roast - Roast the prosciutto-wrapped asparagus for 10 minutes, turning once or twice to ensure even browning.
Serve - Serve on a platter with the dipping sauce of your choice.