Using a potato peeler, peel the white asparagus from the tip down. Cut away the woody (thicker) end of each asparagus.
Preparation of green asparagus: Also remove the woody ends. However, this asparagus does not need to be peeled!
Heat water in a saucepan. Add a little salt and milk to the water and bring to a boil. Place the asparagus in the boiling water and cook until you can easily pierce it with a fork.
Then wrap 3 asparagus at a time in a slice of ham and place on a baking paper. Finally, add a small pinch of salt and pepper on top and then sprinkle with grated cheese.
Bake in the oven at about 180 °C until the cheese is melted and lightly browned.