Place a steamer insert into a saucepan and fill with water to just below the bottom of the steamer. Bring water to a boil. Add asparagus, cover, and steam until barely tender, 2 to 4 minutes depending on thickness.
Place steamed asparagus on a rimmed baking sheet.
Drizzle with olive oil and roll asparagus spears in oil until they are coated.
Sprinkle with ground black pepper and Parmesan cheese.
Bake in preheated oven until lightly browned, about 5 minutes. Do not turn or shake asparagus.
