Step 1Cut the woody, purplish bottoms off the asparagus. Peel the asparagus if desired (this is not essential). Place the asparagus spears in a skillet, cover them with water and cover the pan. Bring the water to a simmer over high heat. After the water begins to steam, cook the asparagus until it is fork tender, about 3 minutes. Drain the asparagus, rinse it under cold water and wipe the spears dry with paper towels.
Step 2Wipe the ham slices dry and spread each slice with equal quantities of the cream cheese. Place an asparagus spear in the center, down the length of the slice of ham. Squeeze the lemon so that drops fall on each spear. Sprinkle the ham and asparagus with the chives and grind some pepper over the top. Roll the ham jelly-roll style to make one long roll. Place the rolls seam-side down on a plate and cover with plastic wrap. Chill for at least 30 minutes. Slice each into 8 sections.