Preheat the oven to 400°F (200°C).
Wash and trim the asparagus spears.
Roll out the puff pastry sheets on a lightly floured surface until about 1/8 inch thick.
Cut the rolled pastry into squares large enough to encase each asparagus spear.
Place a few asparagus spears in the center of each square and sprinkle with Parmesan cheese.
Sprinkle salt and pepper over the asparagus.
Fold the corners of the pastry over the asparagus.
Brush the seams with egg wash.
Place the bundles on a baking sheet lined with parchment paper.
Bake for about 15-20 minutes or until golden brown.