Blanch the asparagus until it starts to soften, then cool.
Remove the crusts from the bread then using a rolling pin lightly roll each slice to make it thinner. Blend the butter, lemon rind and cayenne pepper together then spread the mixture evenly over each slice of bread.
Lay a piece of asparagus on each slice of bread, trimming to ﬁt if necessary. Roll up tightly then wrap in plastic wrap and chill for 3ish hours. Just before serving unwrap and arrange the pieces on a serving dish.