Wash and trim the asparagus.
Preheat the oven to 180°C. Line a baking sheet with parchment paper.
Put the puff pastry onto a large chopping board. Roll it out onto its own wrapping paper, and brush it with your chosen sauce (if liked). Cut the sheet into 1cm wide strips.
Wrap each asparagus with the puff pastry from one end to the other. Place the wrapped asparagus on the baking sheet, evenly spaced.
Brush the egg onto the puff pastry and sprinkle with sesame seeds. Bake for about 15 minutes until the puff pastry is golden.
Transfer them to a wire rack to cool slightly or completely.