Preheat the oven to 425°F. Line a baking sheet with parchment paper.
In a small bowl, whisk together the Dijon mustard, honey, and olive oil until combined.
Gather 3 asparagus spears into a bundle. Wrap one slice of prosciutto snugly around the center of the bundle at a slight diagonal, tucking the end underneath. Repeat with remaining asparagus and prosciutto — you'll have about 8 bundles.
Arrange the bundles on the prepared baking sheet. Brush each one lightly with the honey Dijon glaze. Season with a few cracks of black pepper.
Roast for 12–15 minutes, until the prosciutto is crispy and the asparagus tips are just beginning to char at the edges.
Transfer to a serving platter. Finish with shaved Parmesan, fresh lemon zest, and a pinch of flaky sea salt. Serve warm.