Preheat your grill.
Wash and trim the asparagus spears and bring a small pan of water to the boil. Quickly blanch the spears for 2-3 minutes. Remove from the pan and refresh under cold running water.
Wrap the asparagus spears in the Parma ham and place on a baking sheet, drizzling with olive oil and a little lemon juice if desired.
Grill until the spears begin to colour and the ham is crisp.
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