Working with one slice of prosciutto at a time, cut in half. Add small smear of cream cheese to each half slice and then wrap prosciutto around 1-2 asparagus spears (depending on size and thickness).
Repeat with remaining asparagus and prosciutto.
Bake for 20-25 minutes.
Notes
Prosciutto should be very thinly sliced. You could substitute very thin slices of ham as well. Cream cheese easier to spread if at room temperature.