Line a rimmed baking sheet with parchment paper and preheat oven to 425 degrees F.
Mix asparagus with olive oil (1 tablespoon), salt, and pepper on the rimmed baking sheet.
Divide the asparagus into 8 equal portions.
Wrap each portion in 1/2 piece of bacon and arrange spaced apart on prepared baking sheet.
Roast for 30 minutes, or until bacon is beginning to brown and asparagus is getting crispy.
While it's cooking, put the goat cheese in the freezer so it's easier to crumble. Use the tines of a fork to twist crumbles off the goat cheese.
Transfer asparagus bundles to a serving plate and sprinkle with crumbled goat cheese.
For a Paleo/Whole30 compliant, or dairy free, version: use bacon with no added sugar and omit the goat cheese.
The provided nutrition information does not include any added sodium from seasoning to taste, any optional ingredients, and it does not take brands into account. Feel free to calculate it yourself using this calculator or by adding the recipe to Yummly.