Cut the mozzarella into small cubes.
Cut off the ends of the asparagus, trying to make them be similar in length. Then put them in a bowl and mix them with olive oil, salt and pepper.
Unroll the puff pastry and cut into six squares. Ours were roughly 5x5 in.
Beat an egg in a small bowl.
One by one, place the squares on a baking tray. Place one slice of prosciutto diagonally across the square of puff pastry, then place three or four asparagus, and cover with mozzarella.
Gently fold two corners of the puff pastry square over the cheese and press them lightly to stick them together. Use egg if the pastry is not sticky enough. Repeat these two steps for the rest of the squares.
Brush the beaten egg on the rolls, and sprinkle some sesame seeds if you wish.
Preheat the oven to 400℉ and bake the rolls for 20 min or until they are cooked and golden.