Preheat to 425°F. Fill a large bowl with ice water and set aside. Bring a large saucepan of salted water to a boil over high heat. Add asparagus and cook for 1 minute. Drain in a colander and place it in the bowl of ice water. Set aside.
Lightly flour a large sheet of parchment paper. Roll out the pie dough on parchment paper into a 10-inch round, dusting the dough with flour as needed to prevent sticking. Invert the dough into a pie pan and gently press into the pan. Lay the parchment over the dough and fill with pie weights. Blind bake the dough for 10-15 minutes until set.
Meanwhile, drain asparagus and pat dry; set aside. Stir together ricotta, 1/4 cup Parmesan, lemon zest, thyme, salt, pepper, and the beaten egg in a medium bowl; set aside.
Reduce oven temperature to 375°F.
Using a small offset spatula, gently spread ricotta mixture over puffed par-baked pastry, pressing gently to slightly flatten; sprinkle with remaining 1/2 cup Parmesan. Top evenly with asparagus; drape with prosciutto slices. Immediately return to oven, and bake at 375°F until filling is set, about 10 minutes. Let cool 10 minutes. Garnish with pepper and Parmesan.