Preheat oven to 425°F.
Trim off and discard tough ends of asparagus spears.
Peel stem ends of asparagus with vegetable peeler, if desired.
Arrange asparagus in shallow baking dish.
Drizzle oil onto asparagus; turn stalks to coat.
Sprinkle with salt and pepper.
Bake until asparagus is tender, about 12 to 18 minutes depending on thickness of asparagus.
Chop or leave spears whole.
Sprinkle with cheese.