Take the puff pastry out of the freezer and let it sit at room temperature until just thawed and pliable, about 20 minutes. While it softens, preheat the oven to 400°F and line two large baking sheets with parchment paper to prevent sticking and make cleanup easy. In a small bowl, whisk together the melted butter and honey until smooth and glossy; set this honey butter aside for brushing.
Trim the woody ends from the asparagus stalks, then toss the spears with olive oil until lightly coated. This helps them roast tender-crisp inside the pastry.
Unfold each puff pastry sheet on a lightly floured surface and cut each sheet into 4 even rectangles, giving you 8 pieces total. Working with one rectangle at a time, rotate it so it sits like a diamond in front of you. Brush the surface generously with the honey butter. Lay a folded slice of prosciutto in the center. Arrange 3–4 asparagus spears on top, then add a slice of Brie over the asparagus. Brush a little more honey butter over the top to layer in sweetness.
Fold the left corner of the puff pastry over the filling and brush the exposed pastry with egg wash to help it seal. Fold the right corner over the top so the filling is enclosed, then brush the top and sides with more egg wash for a shiny, golden finish. Transfer the wrapped roll to the prepared baking sheet, leaving about 1 inch of space between each piece. Repeat the process with the remaining pastry rectangles and filling ingredients.
Bake in the preheated oven for about 15 minutes, or until the puff pastry is beautifully puffed and deep golden brown, and the Brie inside has melted. Remove from the oven and let the rolls sit for a couple of minutes—they will be very hot inside.
Serve the Prosciutto Wrapped Baked Brie Rolls warm, with any remaining honey butter on the side or drizzled lightly over the top for extra richness and shine.