Pulse the bread in the bowl of a food processor until it becomes fine crumbs. Spray a nonstick skillet with cooking spray and heat pan over medium-high heat until hot. Lower heat to medium, add bread crumbs to the skillet and toast, tossing often, until crumbs are golden brown and toasted, about 5 to 6 minutes. Remove from heat and cool completely.
Grate egg in the medium-sized holes of a box grater or on a medium microplane grater (used for grating chocolate or cheese). Combine the egg, bread crumbs, parsley, cheese, salt, and pepper in a medium-sized bowl and toss to combine.
Steam the asparagus until firm, but tender, about 3 to 4 minutes.
Arrange asparagus on a serving platter and top with Parmesan-Egg Crumb Topping.