Pre-heat oven to 400°F.
Unfold puff pastry and cut along seams, creating 6 long rectangles out of the two sheets.
Roll each long rectangle a bit thinner, about 3.25-inch wide by 13.5-inch long.
Cut each rectangle into 3 equal size rectangles; this will provide 18 equal size puff pastry rectangles.
In a medium bowl, toss asparagus in olive oil; season with salt and pepper. Line two baking sheets with parchment paper.
Assemble bundles by dividing the prosciutto evenly between the rectangles.
Fold each slice in half so that it fits nicely onto the puff pastry rectangle.
Then add two spears of asparagus diagonally across the center of each bundle and top that with about about a tablespoon of shaved Parmesan.
Wrap the opposite corners of the puff pastry around the asparagus; tuck one of the corners underneath and gently press to seal.
Brush each bundle with the beaten egg wash.
Place in the pre-heated oven and bake for 14 - 16 minutes or until the puff pastry is cooked through and golden brown.
Remove from the oven; garnish with Kosher salt, if desired, and serve.