Snap off and discard the woody ends of the asparagus. Put them in a pan of cold, lightly salted water. Bring to the boil, then immediately rinse them under cold running water.
Cut the mozzarella horizontally into two pieces. Season each with ground pepper and put a piece of bail or sage leaf on top. Wrap them with the ham.
Group 4/5 asparagus together and put these in a greased oven dish. Put on the top of each bunch a parcel of wrapped mozzarella.
Turn the oven on. Set the temperature to 200°C or use medium/high grill.
Bake/grill until the cheese starts melting and the ham becomes crispy.
Garnish with some toasted sage leaves and serve with a squeeze of lemon juice.