Preheat the oven to 350F and line a baking tray with parchment. On a lightly floured work surface, roll out the pastry and cut to 1cm lengths.

Place the asparagus on baking sheet, add the olive oil and salt. Then roast for 10-12 minutes.

Whilst the asparagus are roasting, take your pastry horns (you can grease them with very light butter; however I didn't use any in this recipe). Roll the puff pastry, start at the bottom of your pastry horn and wrap around, overlapping as you go up to the top. You will need about 1.5-2 strips per horn. Leave a little of the metal horn showing.

Brush the top/outer part of puff pastry with egg yolks. Place on a baking tray for 18-20 mins.

Take both trays out of the oven and leave aside to cool.

When cool to touch gently tease your cone from the pastry horn. Spread the inside with cream cheese. Wrap a slice of ham around 4-5 asparagus spears, then insert them into the cones.