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Cut each piece of prosciutto in half lengthwise, so you have 2 very long and skinny slices of prosciutto.
Wrap each piece of asparagus with 1 of the half slices of prosciutto, starting at the bottom and at an upward angle.
Repeat until all the asparagus is wrapped. You can either cook it immediately, or cover it and refrigerate until ready to cook. Will keep in the refrigerator for 2 days.
In a small mixing bowl, combine the mayo, lemon zest and garlic. Stir until combined. Will keep covered in the fridge for 1 week.
Preheat oven to 450 degrees with the oven rack in the upper third.
Line a baking sheet with parchment paper.
Arrange the prosciutto wrapped asparagus in a single layer. Spray with olive oil spray.
Roast in the oven for about 10 minutes, until the prosciutto is crispy, turning the asparagus halfway thru.
Serve warm or room temperature with the lemon garlic aioli.