Oven Method--(works well if cooking for a large group):
Preheat oven to 375 degrees F.
Add about 2 1/2 cups of a water to a large skillet over medium-high heat. Bring water to a boil.
Add asparagus and blanch for only about 1 minute. Remove asparagus to a plate.
Place 3 asparagus spears in each ham slice. Roll up and secure with a toothpick. (I usually cut the toothpicks in half and secure with half a toothpick.)
Place rolls in a large casserole dish. Top with cheese sauce, if desired.
Bake for 20 minutes or until tender.
Saute Method--For a quick dinner:
Add about 2 1/2 cups of a water to a large skillet over medium-high heat. Bring water to a boil.
Add asparagus and cook just until tender (about 3-4 minutes). Remove asparagus to a plate and empty water out of skillet.
Place 3 asparagus spears in each ham slice. Roll up and secure with a toothpick. (I usually cut the toothpicks in half and secure with half a toothpick.)
Place the large skillet over medium-high heat. Add 1 Tbsp olive oil to the large skillet over medium-high heat.
Add ham wrapped asparagus to the pan and gently brown on all sides. Top with cheese sauce, if desired.
For the Cheese Sauce:
Melt butter in a small saucepan over medium heat. Stir in flour and whisk to form a thick paste (but don't let it brown).
Slowly whisk in milk and stir until smooth. Stir constantly for 3-4 minutes or until mixture thickens slightly.
Season with salt and pepper to taste.
Remove from heat and add grated cheddar cheese. Stir until cheese is melted.