If you're using fresh asparagus, first cook the spears by tying them together in two bundles and standing them on their cut ends in gently boiling, salted water for 5–10 minutes, or until just tender. Remove the spears carefully from the saucepan, put them into a colander and rinse under cold water to halt the cooking. Drain well.
Heat a grill to moderate heat. Lightly grease four heatproof dishes.
Arrange the asparagus in single layers in the prepared dishes. Pour the sauce evenly over the asparagus and cook under a moderately hot grill until golden brown and bubbling hot.
Garnish each dish with a sprinkling of paprika and parsley sprigs. Serve with hot buttered toast as a snack, or with cooked rice and a green salad as a main course.