* - trimmed and peeled
Preheat oven to 400'F. Blanch asparagus and drain on paper towels.
Melt butter in a small skillet over medium-low heat. Add minced shallot and saute until lightly browned. Remove from heat. Stir in mustard, cream and lemon juice and blend well.
Spread a small amount of shallot-mustard mixture over each slice of ham. Sprinkle each piece with Parmesan cheese. Divide the Fontina cheese into two portions, and sprinkle one portion evenly over ham slices.
Place two asparagus spears in the center of each ham slice. Fold the ham over the asparagus, and arrange the packages in a lightly greased ovenproof serving dish, seam side down. Sprinkle the remaining Fontina cheese over the top, and add a grating of pepper. Bake until lightly browned and bubbly, 15-20 minutes.