1. Prepare an ice-water bath. Cook the asparagus in a large pot of boiling salted water until bright green and just tender, 3 to 4 minutes. Transfer asparagus to ice-water bath. When cool, transfer to paper towels to drain. (Asparagus can be refrigerated for up to 4 hours.)

2. Whisk cream until soft peaks form.

3. Place yolks, lemon juice, and a pinch of salt in a medium heatproof bowl set over a pan of simmering water or a double boiler. Whisk constantly, occasionally removing the bowl from the pan to prevent the mixture from getting too hot and curdling, until the mixture has thickened, about 4 minutes. (The whisk should leave a trail when pulled through the mixture.) Remove the bowl from the heat, and gently fold in the whipped cream until completely incorporated.

4. Arrange asparagus on serving plates, and drape prosciutto over the bottom portion of the spears. Spoon lemon sabayon over the tops of the spears. Garnish with lemon zest, and season with pepper. Serve immediately.