Clean and peel asparagus. Cook lightly in salted boiling water or steam until crisp. Plunge in ice cold water.
Preheat oven to 350 degrees.
In a mixing bowl, whisk cream cheese, Stilton cheese, garlic, and salt and pepper to taste.
Spread each half slice of prosciutto with some of the cream cheese mixture. Roll around an asparagus spear. Arrange on a baking sheet.
Bake for about 5 minutes or until heated through.