Prosciutto Wrapped Asparagus. Asparagus, Cream cheese, & Prosciutto. Blanch asparagus in boiling water to bring out its color. Cut off dry ends of each spear, then boil for 1-2 minutes. Transfer asparagus into bowl of cold water to "shock" them so that they cool & stop cooking. Spread slices of prosciutto with a little cream cheese. Then, wrap up 3-4 asparagus spears in prosciutto, with ends exposed. Arrange on lightly greased pan. Bake at 350 for 10 minutes or until asparagus is tender.