Cut asparagus spears into 4-in. lengths (discard stalks or save for another use).

In a large saucepan, bring 1/2 in. of water to a boil. Add asparagus; cover and boil for 2 minutes.

Drain and immediately place asparagus in ice water. Drain and pat dry.

Stack both sheets of phyllo dough on a work surface. Cut the stack in half lengthwise, then widthwise into thirds.

Separate pieces and brush with some of the oil. Sprinkle each with 1 teaspoon cheese.

Place one asparagus spear along one side of each piece of phyllo dough. Sprinkle lightly with pepper; roll up tightly.

Place seam side down on an ungreased baking sheet. Brush tops with oil.

Roast at 400° for 7-9 minutes or until golden brown.