Preheat oven to 450°.

Wrap 1 prosciutto strip around each asparagus spear, barber pole–style. Place 1 phyllo sheet on a work surface (cover remaining phyllo to prevent drying); coat phyllo with cooking spray. Cut crosswise into thirds to form 3 (4 ½ x 9–inch) rectangles. Arrange 1 asparagus spear across 1 short end of each rectangle; roll up jelly-roll fashion. Arrange rolls on a baking sheet; coat rolls with cooking spray. Repeat procedure with remaining phyllo, asparagus, and cooking spray. Bake at 450° for 10 minutes or until phyllo is golden and crisp. Serve warm or at room temperature.