Preheat oven to 425 degrees. Cover a large baking pan with parchment paper.
Place the trimmed asparagus in a bowl, coat with olive oil and sprinkled black pepper. Toss to coat thoroughly.
Wrap three asparagus spears with one slice of Serrano ham.
Place the wrapped spears on the baking pan. Make sure they are separated from each other.
Bake for 10 minutes in the oven. Top with grated Manchego and return to the oven for an additional 5 minutes. If not melted well, you can turn your oven to broil for the last 2 minutes.
Garnish with uncooked Manchego and serve hot as an appetizer or side dish.
You can also sprinkle grated Manchego on top after cooking for presentation and additional flavor. Leftovers will be perfect in a crustless quiche. Check out our crustless quiche recipe for an example.