Arrange 1 slice of veal on a clean work surface. With long side facing you (the piece sitting horizontally), arrange an asparagus spear in the bottom third, closest to you.
Sprinkle with 2 tablespoons of the Asiago cheese and sprinkle with one-quarter of the pepper. Roll up. Wrap a piece of prosciutto to fit over the veal arranging 6 small sage leaves in between the prosciutto and veal, secure with 6 toothpicks at regular intervals.
Repeat process with remaining pieces of veal and ingredients. Heat grill to medium; grill, turning, until grill marks are on all sides and veal is cooked and cheese is melted, about 3 minutes per side.
Let sit for 5 minutes. Slice each roll into 6 pieces.