Preheat the oven to 350 degrees F (175 degrees C). Spray a baking dish with cooking spray.
Bend asparagus spears and snap off tough ends. Wrap 3 to 4 spears with a slice of prosciutto and secure with a toothpick. Place bundles in the prepared baking dish. Drizzle some lemon juice and olive oil over the top.
Bake in the preheated oven until asparagus is crisp-tender, 18 to 20 minutes. Turn on the broiler and broil until prosciutto is crisp, 2 to 3 minutes. Drizzle with more lemon juice after broiling.