Start by setting the oven to 375°F/190°C/Gas Mark 5, no fan. If you have a convection oven (fan-assisted) reduce the temperature by about 20° or follow the manufacturer‘s instructions.
Prepare the asparagus: wash the asparagus and cut off the woody ends (where the green color starts to fade to white, so sometimes you have to cut off a lot, and sometimes almost nothing). Unless you've purchased very thin asparagus, peel 1/2 bottom with a vegetable peeler. Toss the asparagus with a tablespoon of olive oil and lemon juice, season with salt and pepper to taste.
Make the honey mustard sauce: whisk honey, mustard, and lemon juice until combined. Season with salt and pepper to taste.
Cut the puff pastry sheet into six squares.
Place the puff pastry squares on a large baking tray lined with parchment paper.
Place a slice of cheese on each square of puff pastry. Spread a teaspoon of the sauce on each slice of cheese.
Place a slice of ham on top of the cheese, followed by about 4-5 asparagus spears, pour over the remaining olive oil and lemon juice mixture, sprinkle with thyme, and season with salt and pepper.
Wrap the edges of the dough around the asparagus and press to seal. Brush the dough with a beaten egg. Sprinkle the dough with flaked almonds (about 1 Tbsp/bundle).
Bake for about 30-35 minutes, until the pastries are golden.
Leave to cool and enjoy!