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.