1. Peel the asparagus and cut off the woody ends.
2. Cook it in salted, lightly sugared water for 10-12 minutes until just tender, then drain.
3. Wrap every 3-4 spears in a slice of ham and line them up in a buttered ovenproof dish.
4. Toast the flour in the butter, thicken it smoothly with the milk and season with salt and nutmeg.
5. Pour the sauce over the asparagus and sprinkle with the grated cheese.
6. Bake in a 200 °C oven for about 15 minutes until golden and serve with new potatoes.
Tip: Don't pour away the asparagus cooking water - it makes a great base for a cream of asparagus soup.
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