Preheat an outdoor grill on medium heat, and lightly oil the grate.
Place asparagus in a large shallow bowl. Drizzle with olive oil and lemon juice, going from bottom to top of stalks. Season with salt and ground black pepper.
Sprinkle grated Parmesan cheese over asparagus. Lightly toss to coat each spear.
Transfer coated asparagus to the preheated grill with tongs.
Grill to desired tenderness, 3 to 7 minutes. Before serving, sprinkle asparagus with additional Parmesan cheese.