In a bowl, toss the broccolini with olive oil, garlic, salt, and pepper. Place in a baking pan and put into a pre-heated 350°F oven for approximately 5 minutes. Turn broccolini over and continue for 5 more minutes until the broccolini is tender. Remove and set aside.
Take one Parmesan Folios Cheese Wrap and place in the microwave as directed on package. Remove and quickly place two broccolini spears on one end of the Folios. Tightly roll the Folios around the broccolini before it hardens. Repeat for the other three Parmesan Folios.