Preheat oven to 400˚F.
Lay the asparagus on a foil-lined baking sheet. Drizzle with olive oil and sprinkle with salt and pepper.
Roast until cooked and starting to brown around the edges, about 10 minutes.
Remove from the oven and transfer to another baking sheet to cool.
Once the asparagus spears have cooled, wrap three or four spears together with one slice of smoked salmon. Repeat with the rest of asparagus spears and salmon slices.