Steam the asparagus in a steamer for 3–4 minutes so that it is still quite firm. Leave to cool.
Arrange the ham, grated fontina, rocket, asparagus and tomatoes over 2 slices of sourdough bread. Drizzle with the oil and balsamic vinegar and top with the remaining slices of bread.
Toast the sandwiches in a sandwich grill for about 3–4 minutes or according to the manufacturer's instructions until the bread is golden and the cheese has melted. Serve immediately.