Place the asparagus into a mixing bowl, and drizzle with the olive oil. Toss to coat the spears, then sprinkle with Parmesan cheese, garlic, salt, and pepper. Arrange the asparagus onto a baking sheet in a single layer.
Bake in the preheated oven until just tender, 12 to 15 minutes depending on thickness. Sprinkle with lemon juice just before serving.