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The first thing to do if you use tinned asparagus is to drain them very well and dry them with kitchen paper. Open them lengthwise, but without reaching the ends so they do not open when frying them and then fill with a couple of slices of ham. Batter in flour and egg and fry in plenty of hot oil, only until the batter is browned. For the sauce: put the cream and the Torta del Casar into a pan, add the cognac and leave until the cheese dissolves and the sauce begins to thicken. Pour the amount of sauce desired on the plates, and place the asparagus on top.