Place asparagus on a rimmed baking sheet, making sure to not over crowd. Drizzle olive oil over asparagus and season with salt and pepper. Toss to coat.
Roast asparagus approximately 10-15 minutes or until tender yet still a little crisp and bright green.
Arrange arugula on a serving dish.
Wrap each slice of prosciutto into a little bundle.
Place asparagus, prosciutto, avocado and Parmesan cheese on top. Drizzle vinaigrette over salad and serve immediately.