Preheat the oven to 450 degrees F.
In a large skillet, heat the oil over medium-high heat. Add the tasso and cook, stirring constantly, until browned, 2 to 3 minutes. Add the shallots and cook until just softened, about 1 minute. Add the asparagus and toss to coat. Remove from the heat and season with salt and pepper, to taste. Transfer to a roasting pan or baking dish.
Roast asparagus until crisp tender, turning occasionally, 15 to 20 minutes. Remove from the oven and top with Parmesan shavings. Serve warm.