Preheat the oven to 500°F. Snap off the bottoms and peel the lower halves of the asparagus. Arrange the spears in a single layer in a shallow baking dish and drizzle over them very lightly the extra virgin olive oil. Toss the spears to coat lightly.
Roast until tender but still slightly firm, 8 to 10 minutes. Sprinkle with salt and ground black pepper to taste and the extra virgin olive oil. Serve as a first course at room temperature. Garnish with lemon wedges.