Pancetta or bacon work well as substitutes for the prosciutto.
Asparagus can be wrapped in prosciutto the day ahead and chilled.
If unable to grill outdoors, broil the asparagus 5-7 inches from heat, turning once after 2-3 minutes then turn and broil 2-3 minutes more. Watch closely so it doesn't burn.
Do NOT cook the asparagus too long or it will lose flavor and become wimpy. Wimpy asparagus is not nearly as tasty or pretty.