Preheat the oven to 400 degrees F and lightly grease a shallow oven tray with the olive oil.
Cut the tough ends from the asparagus and discard. Add the ground almonds, Parmesan, salt and pepper to a small mixing bowl and stir well to combine.
Beat the egg in a separate bowl.
Dip each asparagus stalk in the egg so that they are about 3/4 coated, then dredge in the almond and Parmesan mixture, encasing them in a crumb.
Transfer to the oven to bake for 10-12 minutes until the asparagus is tender and the crumb is golden.
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