Spread the rolled out puff pastry with a thin layer of cream cheese, and sprinkle with the grated parmesan (you can hold a little parmesan back to sprinkle on top if you like).
Cut the pastry into ten thin strips, each measuring around 1cm x 10cm.
Wrap each piece of asparagus with a strip of pastry, and lay on a lightly greased baking tray. Sprinkle any extra parmesan over the top.
Bake at 190°C (Gas Mark 5 / 375°F) for around 15-20 minutes, until golden brown and crispy. Serve warm or at room temperature.