Wash the asparagus, peel the lower third and cut off the ends. Halve the asparagus and cook in boiling salted water for about 5 minutes. Drain and let cool off. Meanwhile separate the eggs for the dough.
Mix egg yolk, wine, flour and salt to a smooth dough and let it swell. For the dip, wash the lemon thoroughly, dab dry and rub the peel. Squeeze 1/2 lemon. Cut cress from the bed and mix 3/4 of it with grated lemon peel, except for 1 teaspoon, and yoghurt.
Season to taste with salt, pepper and lemon juice. Place in a bowl and garnish with the remaining cress and lemon peel. Wrap asparagus halves with ham. Beat the egg white until stiff and fold into the batter.
Asparagus pieces are best skewered onto a meat fork and dunk in the dough. Drain a little and fry in hot frying fat for 1-2 minutes until golden brown. Lift out with a skimmer and drain on kitchen paper.
Arrange on a plate and serve garnished with parsley and lemon.