Preheat the oven to 160°C and spray a baking tray with low-calorie cooking spray.
Starting at the thickest part of the chicken breast, slice horizontally about ¾ of the way through. Divide the asparagus between the chicken and add a slice of mozzarella.
Wrap a slice of parma ham around each chicken breast and secure the chicken together with a cocktail stick.
Place onto the baking tray and cook for 25 minutes until the juices run clear and there are no signs of pinkness. Remove the cocktail stick and serve with your choice of accompaniment.