It is considered within the realms of “proper etiquette” to eat asparagus with one’s fingers.
I consulted with “Miss Manners”, whom I consider the authority on matters such as this.
According to the web site “lifestyle.msn.com“, Miss Manners answers the burning question…:
“Dear Miss Manners, What is the correct way to eat whole cooked asparagus spears? Should they be cut one at a time? All at once, or not cut at all and eaten one at a time?
You won’t believe it, but the correct way to eat asparagus, provided it is not dripping with sauce, is to pick it up with the fingers, bite its head off and then take as many bites as
necessary to finish it off.
Miss Manners admits this is not the only correct way. You can hold each stalk with asparagus tongs, if you have access to such a useful thing, or you can use the side of your fork to cut off one bite at a time. But if you want to shock people who think they know what is correct, treat it as a finger food.”
Miss Manners did not extend her advise to include the appropriateness of eating proscuitto-wrapped asparagus and blue cheese with one’s fingers. I think she would, however, approve. The sauce is not overly drippy, and you can cup your other hand under the spear to capture any crumbling cheese.
Rakishly thin, new Spring asparagus are most coveted for flavor. But I would have purchased a “fatter” asparagus for heft in this recipe, if I could have found them.