Preheat oven to 475°. Hold the end of an asparagus stalk and bend until it snaps off. Repeat with remaining stalks and discard woody ends.
Toss asparagus with olive oil, sprinkle with salt and pepper, and toss well. Arrange asparagus in an even layer in a shallow baking dish. Sprinkle with parmesan cheese and bake until asparagus is crisp-tender and cheese is browned, about 10 minutes. Sprinkle with lemon juice. Serve hot or warm.
Note: Nutritional analysis is per serving.