Plunge the asparagus into a large saucepan of salted boiling water, then cook over a medium heat for 4–8 minutes, or until just tender.
Drain and plunge into cold water. When cooled, drain again and set aside.
Cut the mozzarella into 18 equal slices. Separate the prosciutto slices into 6 even piles and cut the butter into 12 even-sized knobs.
Take 3 asparagus spears and put them on 1 bundle of prosciutto. Put 2 pieces of mozzarella in between the spears, along with a knob of butter. Wrap the prosciutto around the asparagus, using all the slices in the pile. Repeat until you have 6 bundles.
Lightly grease an ovenproof dish and arrange the asparagus bundles over the base. Put a slice of mozzarella and a knob of butter on each bundle. Season with pepper and bake at the top of a preheated oven, 200°C (400°F), Gas 6, for 20 minutes.