Preheat oven to 400 degrees Fahrenheit.

Lay out puff pastry and cut into strips. Wrap each strip around single asparagus.

Whisk an egg with a little bit of water and brush the egg wash on top of puff pastry. Top with a little lemon zest and sea salt.

Bake for 20 minutes.

Meanwhile, in a medium bowl, add mayo, some lemon zest, juice from half a lemon, parsley and sea salt. Whisk together to combine forming a dipping sauce.

Drizzle sauce on finished puff pastry or enjoy as a dip for your asparagus!