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Preheat the oven to 425 degrees.
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Lay asparagus spears on a parchment lined sheet tray. Drizzle with olive oil and sprinkle with salt, pepper and lemon zest.
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Line another sheet tray with parchment and lay the prosciutto slices in a single layer.
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Place both trays in the oven and roast for a about 10-12 mins, flipping the prosciutto slices once. Roast until asparagus spears are tender and beginning to brown and prosciutto is crispy. The prosciutto may finish before the asparagus, so keep an eye on it as it cooks.
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Allow the prosciutto to cool slightly and crumble.
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in a small saucepan placed over medium heat, melt the butter and whisk in the flour. Cook for 2-3 minutes, whisking frequently. Slowly pour in the milk while continuously whisking and add the crushed garlic clove. Bring to a boil, then reduce to a simmer and stir in the parmesan cheese.
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Cook until the sauce is thick and creamy and the cheese is fully melted, about 3 minutes.
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Remove garlic clove and pour sauce over the asparagus and sprinkle with the crumbled prosciutto.