Now, just because pork and flour are forbidden foods in my world doesn't mean I don't understand they're two of the biggest joys of the food world.
The first, and most popular, recommendation is to wrap prosciutto around the spears. This recipe and photo comes from Eat Drink Paleo. The website says to buy prosciutto sliced paper-thin from a deli. The prosciutto-wrapped asparagus spears can be stored in the fridge until ready to cook, and they are best served straight off the grill. Ingredients needed: asparagus, prosciutto, and ghee -- only three. That's what I like to see.
The second-most popular way to wrap asparagus is using puff pastry or phyllo dough. The photo below comes from a recipe from Country Living. In this case they're using puff pastry, along with some herbs and freshly grated Parmesan.