Preheat oven to 425 degrees
Place the oil and the asparagus in a bowl and toss together until the asparagus is fully coated. Season with salt and pepper.
Take about 4-5 asparagus spears and add the fontina. Use one prosciutto slice to wrap the asparagus and cheese together.
Arrange in a small baking dish. Add the wine and lemon juice to the bottom and roast in the oven for 25-30 minutes.