Cook asparagus in large skillet with little water until tender, about 3 to 5 minutes depending on size of asparagus (or can cook in microwave).
Take 2 sheets phyllo dough and coat each sheet with nonstick cooking spray and layer. Cut into 6 sections (one across and two down).
Sprinkle each section with about 1/2 teaspoon Parmesan. Wrap prosciutto strip around asparagus. Lay asparagus on corner of phyllo section and roll up, diagonally, exposing asparagus tip. Transfer to prepared pan. Repeat with remaining asparagus. Coat asparagus with nonstick cooking spray.
Bake 8 to 10 minutes or until phyllo is golden and crispy. Serve warm or room temperature. For thin asparagus, use 2 instead of 1 for each wrap.