Remove hard bottom parts (about 1"-1.5") of asparagus. Blanch for a couple of minutes but don't overcook. Cool slightly and cut in half, lengthwise.
Cut bacon strips in halves. Take 3 pieces of asparagus and roll with a piece of bacon. Pin with a toothpick in the end. Repeat and make 8 rolls.
Heat oil in a frying pan at medium heat. Cook the rolls until browned. Turn off the heat, add Soy Sauce and coat.
Remove toothpicks and serve.