A particularly good luncheon dish which can be prepared in advance. Most of your guests will appreciate the trouble you took to make it.
Preheat the oven to 375 degrees F.
Break or cut off the tough stalk ends of the asparagus. Arrange the asparagus in a shallow pan and cover with water and 1 teaspoon salt. Bring to a boil and cook for 4 to 6 minutes, or until tender but still crisp. Lift out carefully with a slotted spoon or tongs; arrange into six bundles.
In a pan over medium heat, combine the flour and butter until it bubbles. Add the milk and salt and stir until thickened. Fold in the cream and lemon rind.
Roll a ham slice around each of the asparagus bundles and place in a baking dish. Pour sauce over all and sprinkle with Parmesan cheese.
Bake for 15 minutes. Then slide under pre-heated broiler for 2 or 3 minutes, or until lightly browned.