Preheat oven to 500°F/260°C.
Place a 10-in. omelette pan in oven for 5 minutes. Meanwhile, snap off and discard tough ends of asparagus then set asparagus aside.
Pour oil into pan and swirl to coat pan bottom evenly. Use tongs to roll asparagus in oil. Return pan to oven and bake until asparagus is tender-crisp to bite, about 5 - 7 minutes.
Season to taste with salt and pepper. Just before serving, drizzle with vinegar and sprinkle with cheese.