Heat a griddle pan. Drizzle the asparagus with a little oil, season and cook for 3-4 mins, rolling around the pan until just tender. Leave to cool.
Lay a slice of prosciutto on your chopping board. Put 3 asparagus spears on top, with the tips poking out the end, then top with a few rocket leaves and 2 semi-dried tomatoes. Roll up the prosciutto tightly to enclose the filling and put in a sealable container for transporting. Continue until all the ingredients are used up.
Mash the cream cheese and goat’s cheese together in a bowl with a fork. Season and add enough milk to make a smooth consistency, into which you can dip the bundles. Transfer to a pot for travelling and sprinkle over the hazelnuts.