Preheat the oven to 400F and prepare a baking sheet with parchment paper.
Roll out the thawed puff pastry and roll with a rolling pin to flatten and spread the pastry a bit. Then, cut each sheet into 4 even rectangles and place on the prepared baking sheet.
Then, evenly spread or brush the Dijon Mustard on each of the squares. Note, a light coat is all you need.
Next, begin building your asparagus pastries on the baking sheet. Clean and dry the asparagus and cut the harsh and woodsy ends off. Toss the asparagus in the oil, lemon zest, black pepper and take about 3-4 of the asparagus sticks and wrap them with 1 slice of prosciutto. You can add seasoning to your asparagus but I find that the prosciutto is salty and, once cooked, will season the asparagus.
Next, place the wrapped asparagus bundle on top of the pastry. Then, add the shredded cheese to the pastry (about 1/4 cup each, but you can use less if desired).
Next, fold two opposite corners of the puff pastry squares over the asparagus and press to seal. Brush the pastry with egg wash and sprinkle with flaky salt and coarse black pepper, if desired. Pro tip: you can use a bit of the egg wash to help seal the two corners— just brush the egg wash on the top of one of the corners before pressing the other side on top of it.
Place the baking sheet into the preheated oven and let cook for about 15-20 minutes or until the pastries are golden brown and puffed. Once done, take them out of the oven and serve immediately.