Many months ago now, I went to a linguistics reading group meeting at a Japanese restaurant and one of the appetizers was bacon-wrapped asparagus. I just made it tonight, and I thought it came out pretty well for a first try.
What I did was wash and trim the asparagus. Then I wrapped a piece of bacon around it. Finally, I had a toothpick stuck in each end so it wouldn't fall apart. N mentioned the trick would probably be getting the asparagus and bacon to finish cooking at the same time. Taking that warning to heart, I put it in a skillet with some oil that I have a lid for. Then I simply cooked it a while on one side with the top on so that the asparagus could steam at the same time. Then I pulled the toothpicks out and flipped it to the other side. After a bit, the bacon seemed done and the asparagus was just fine inside. Easy.
I did see from reading some recipes sort of after the fact that many people bake it. One drawback to mine was that the bacon did overwhelm the asparagus taste-wise, and a couple recipes had you slicing the bacon in half length-wise, which makes sense recipe-wise. There you go. For those of you who don't like asparagus food-wise, this could be a good starter dish novice-wise. It's all crispy and tastes almost entirely like bacon bacon-wise.