In a small bowl, combine the mascarpone, freshly grated orange zest, honey, and salt. Stir until smooth and well combined. The mascarpone should have a light, creamy texture with visible flecks of orange zest throughout. Set aside at room temperature while you prepare the asparagus—this allows the flavors to meld together beautifully. I like to use fresh orange zest rather than bottled because it has a more vibrant aroma and brighter flavor that really shines through in this simple dish.

Preheat your oven to 450°F. On a baking sheet, toss the trimmed asparagus spears with olive oil, 3 tablespoons of parmesan, and salt and pepper until evenly coated. Arrange them in a single layer and roast for 8 to 10 minutes until the asparagus is tender-crisp and the cheese is lightly golden. Remove from the oven and let cool completely on the baking sheet—this prevents them from becoming too soft when you roll them up later.

Lay out a slice of ham on a clean work surface. Spread about 2 teaspoons of the mascarpone filling from Step 1 across the surface of the ham, leaving a small border at the edges. Place one cooled asparagus spear from Step 2 horizontally across the ham, then tightly roll the ham around the asparagus, creating a compact roll with the asparagus poking out slightly at each end. I find that spreading the filling on the ham first creates better adhesion and prevents the filling from squishing out when you roll. Repeat with the remaining ham slices and asparagus spears.

Arrange the completed roll-ups on a serving platter, seam-side down. Refrigerate for at least 30 minutes before serving to allow the filling to set slightly and the flavors to meld. Serve cold as an elegant appetizer or light starter.