- Preheat oven to 425°F. Line 2 sheet pans with parchment paper and set aside.
- On a lightly floured surface, roll the puff pastry out to a large rectangle about double the original size. Square off edges and cut into 6 squares.
- Toss asparagus in olive oil and season with salt and pepper.
- Place slice of Serrano ham on top of each puff pastry square. Top Serrano ham with 3-4 stalks of asparagus and ½ slice of Kerrygold Mild Cheddar sliced cheese.
- Lift two opposite corners of the puff pastry squares and wrap them around the asparagus and press to seal. Brush puff pastry with egg wash. Sprinkle fresh black pepper on top.
- Bake until puff pastry is golden and puffed, about 12-15 minutes.
- Remove from pan and serve with mustard for dipping.