Place a steamer insert into a saucepan. Pour enough water into the saucepan to reach just below the bottom of the steamer. Bring the water to a boil. Add the asparagus, cover, and steam until just tender, 2 to 6 minutes depending on thickness.
Place the asparagus into a baking dish. Spread mayonnaise over the asparagus; sprinkle with bread crumbs and Parmesan cheese.
Bake in the preheated oven until the crumbs and cheese are golden brown, about 20 minutes.