Drizzle asparagus with olive oil and season with salt and pepper.
Roll out the pastry sheet and cut 1/2 inch ribbons.
Wrap each spear with a pastry ribbon, leaving the tip free.
Line a baking sheet with parchment paper and place the asparagus on the sheet.
In a small bowl, crack the egg and beat lightly to make an egg wash.
Brush each spear with the egg wash and sprinkle the cheese on top.
Bake at 400 for 10 minutes until the puff pastry is puffed and golden brown