Peel the asparagus and cook until al dente. Save the asparagus broth.

Make a light roux with oil and flour and deglaze with the asparagus broth and simmer for at least 10 minutes, then add the cream, do not boil anymore and season to taste. Sauce can be a little thicker.

Wrap the asparagus with the ham and place in a baking dish. Pour the sauce over it and sprinkle with cheese.

Bake at 200 ° for approx. 15-20 minutes