Preheat the oven to 400 degrees. If the stalks of the asparagus are thick, peel the bottom half of each. Lay them in a single layer on a sheet pan and drizzle with olive oil. Sprinkle with salt and pepper. Roast for 15-20 minutes, until tender. Sprinkle with the Parmesan and return to the oven for another minute. Serve with lemon wedges.