1. Adjust an oven rack to the uppermost position (about 4 inches from the heating element) and heat the broiler. Smear a scant teaspoon of mascarpone onto each strip of prosciutto. Tightly wrap each asparagus spear in a strip of prosciutto (starting with the tip of the asparagus), securing the end with a toothpick. Place half the spears in a single layer on a heavy, rimmed baking sheet, leaving about 1/2 inch space between the spears.

2. Broil, turning the spears with tongs halfway through the cooking time, until the asparagus is tender and the prosciutto is lightly browned, 8 to 10 minutes. Transfer the broiled asparagus to a serving platter. Broil the remaining asparagus on the empty baking sheet. Transfer the second batch of broiled asparagus to the platter, season with pepper to taste, and serve warm.

SNAPPING OFF THE TOUGH ENDS: Hold the asparagus about halfway down the stalk; with the other hand, hold the cut end between the thumb and index finger about an inch or so up from the bottom and bend the stalk until it snaps.