Break off the tough ends of the asparagus, cut the spears in half and steam/microwave the asparagus until just tender but still crisp (put the stalk ends in the steamer/microwave first until almost ready, then add the spears for the last few minutes). Run under the tap to cool and put aside.

Sprinkle each fillet of fish with a little salt and pepper, cut the slices of ham and cheese in half. Place a slice of ham on one end of the fillet, place 2 stalks and 2 spears of asparagus on top, cover with a slice of cheese. Fold the other half of the fillet and secure with a toothpick if needed. Repeat for the other 3 fillets. Place in a lightly greased baking dish, dot with butter, cover with foil and bake at about 375° for about 20 minutes, or until the fish is cooked. Lift the fish parcels out onto the serving dish, remove any toothpicks and keep warm.

Strain the juices in the baking dish into a small saucepan, add the lemon juice and the cornflour blended with the wine. Stir over heat until the sauce boils and thickens, simmer for a minute or so, add the chopped shallots and spoon over the fish parcels. Garnish with lemon slices and sprigs of dill.