Season the steaks with salt and pepper to taste. Place into a glass dish, and drizzle with Worcestershire sauce. Turn the steaks, cover, and refrigerate 15 minutes. Turn the steaks again, and marinate 15 minutes longer.
Preheat an outdoor grill for medium-high heat, and lightly oil the grate.
Grill for about 7 minutes. Toss the asparagus spears with a little olive oil, and season with salt and pepper to taste. Place the asparagus onto the grill, turn steaks over, and close lid. Cook until the steaks are beginning to firm and are slightly pink in the center, and the asparagus is tender, about 7 additional minutes. Turn the asparagus halfway through. Top each steak with 3 asparagus spears and swiss cheese. Continue cooking until the cheese has melted. Remove from the grill, and let stand 5 minutes before serving.
Note: could broil as well if you don't grill.