1. Preheat oven to 425 and toss the asparagus in the oil, salt and pepper. Arrange the asparagus in a single layer on a baking sheet.
3. Roast the asparagus for about 10 minutes or until tender and a little crispy on the outside.
4. Spread one side of each piece of bread with butter.. Place one slice of cheese on the unbuttered side, lay asparagus in a single layer on top of cheese, and top with a second slice of cheese.
5. Heat a frying pan over medium heat and grill slowly until the cheese has melted and the bread is golden , about 2-4 minutes per side.