Preheat an outdoor grill for medium heat and lightly oil the grate.

Place asparagus in a large, shallow bowl. Drizzle with olive oil and lemon juice, going from bottom to top of stalks. Season with salt and pepper. Sprinkle Parmesan cheese over asparagus; lightly toss to coat each spear.

Use tongs to transfer coated asparagus to the preheated grill. Grill to desired tenderness, 3 to 7 minutes.

Remove asparagus from the grill and place onto a serving plate. Sprinkle with additional Parmesan.