Preheat oven to 180°C and line two baking sheets with baking paper.
Slice gluten-free pastry sheet in half horizontally and vertically to make 4 rectangles. If your pastry is thick you can use a rolling pin to roll out until desired thickness/shape is achieved.
Slice asparagus in half vertically and divide between pastry shapes. Top with a piece of prosciutto, then secure in place by folding over two opposite corners of pastry. Lightly brush pastry with beaten egg, then arrange pastry on prepared trays.
Bake in preheated oven for 15 minutes or until puffed and golden. Sprinkle with Parmesan and serve warm.