Cut the woody ends off the asparagus. Wash the asparagus and cook in lightly boiling salted water for 12-15 minutes. Mix the sauce with lemon juice and zest. Place the asparagus on an ovenproof dish. Pour the sauce over the asparagus and bake in a preheated oven (electric: 200 °C/ gas: level 3) for about 15 minutes. Serve with ham and lemon slices. Sprinkle with chervil leaves