Prepare the goat cheese: In a bowl, combing the goat cheese with the tarragon, lemon juice and black pepper. Set aside.
Steam the asparagus: place the asparagus to steam in a large pan for 2 to 3 minutes (see notes), until the asparagus is just tender.
Drain the asparagus and rinse with cold water, to prevent it from cooking further. Keep the asparagus in strainer and as you prepare to put the appetizers together.
Assemble: Spread several slices of prosciutto on working surface. Drizzle with olive oil. Take small bit of goat cheese, about the size of a pea and rub it on the shaft of a piece of asparagus. Place the asparagus at the end of a piece of prosciutto, and roll so that the asparagus is wrapped with 2-3 layers of the meat. Use a very sharp knife to cut the wrap from the remaining prosciutto. Trim the excess prosciutto to that the asparagus tip shows. Save the prosciutto trimmings for another use.
Serve: Place the completed prosciutto wrapped asparagus pieces on a plate to serve. If not serving right away, cover the plate with plastic wrap and refrigerate.
Notes
We like fairly thin asparagus. If you get thick asparagus you will need an extra minute or two of steaming to get the asparagus tender.
Get good quality prosciutto — Prosciutto di Parma or similar.
Toss the leftover bits of prosciutto into a pasta dish or salad for a tasty flavor boost.