Snap off the tough bottoms of the asparagus and discard. Wash spears, pat dry and place in a 13 x 9 baking dish. Pour the olive oil over the asparagus and roll until evenly coated. Arrange asparagus in a single layer and season with salt and freshly ground pepper. Cover dish with foil and bake 15 minutes until asparagus is tender when pierced with the tip of a knife. Remove from oven.
Quickly scatter the slivers of parmesan over the asparagus and return the dish to the oven, uncovered. Continue baking just until the cheese softens, about 2-3 minutes. Serve immediately.