Wash the asparagus, peel the lower third and cut off the ends. Cook the asparagus in boiling salted water for 6-8 minutes. Rinse under cold water and drain. Wash, halve and seed the tomatoes.
Dice the flesh. Mix white wine vinegar, balsamic vinegar, salt and lemon pepper. Whip oil into it and add the tomato cubes. Wash the marjoram, dab dry and, except for a few stalks for garnishing, remove the leaves.
Wrap each asparagus in a slice of Parma ham. Heat the fat in a frying pan and fry the asparagus for about 2 minutes, turning it until golden brown. Arrange on 4 plates and spread the vinaigrette on top.
Sprinkle with marjoram leaves and serve garnished with marjoram. Serve with fresh baguette.