Preheat oven to 500 degrees.
Arrange in a single layer in a shallow baking pan.
With a pastry brush, paint the oil on the asparagus spears then sprinkle with kosher salt.
Roast until tender but still crisp, 8 to 10 minutes, depending on thickness of stalks.
Turn spears occasionally for even cooking and to avoid browning.
Place asparagus spears on serving platter.
Sprinkle with cheese.
Serve with lemon wedges.