Peel and roughly chop the shallots and place in a heavy-based pan over medium heat.
Add white wine and simmer on high heat until liquid reduces by half.
Reduce heat to low and whisk in cold butter cubes a small amount at a time.
Continue whisking butter until fully emulsified and thickened without overheating.
Season with salt and pepper, then strain through a sieve to remove shallots.
Trim the fibrous points and tough bases from the asparagus spears.
Wrap two bundles of three spears each tightly with three slices of prosciutto per bundle.
Fry the bundles in olive oil for 8 to 10 minutes until prosciutto is browned.
Stir lemon juice into the sauce and serve drizzled over the bundles.