For the beurre blanc, peel and roughly chop the shallots. Place them into a heavy-based pan over a medium heat (don't add any butter at this stage).
Add the white wine to the shallots, turn up the heat to high and simmer rapidly until the volume of liquid is reduced by half, about 2-3 minutes. Reduce the heat to low. The liquid should be barely simmering.
Add the pieces of cold butter to the shallot and wine reduction a small amount at a time, whisking thoroughly with a balloon whisk as you go.
Continue adding the butter, a small amount at a time, whisking continuously, until all the butter is used up. Don't overheat or the sauce will split. The finished sauce should be thickened and emulsified.
Season to taste with salt and freshly ground pepper. Strain the sauce through a sieve into a bowl. Discard the shallot. You can use the sauce immediately or you can keep it for 2-3 hours at warm room temperature without it splitting.
Prepare the asparagus by removing the fibrous green points around the sides and trimming the tough, fibrous base.
Make two bundles of three asparagus spears each. Wrap one of the bundles in a slice of prosciutto and roll tightly. Wrap the bundle two more times with two additional pieces of prosciutto. Repeat the process with the other bundle of asparagus spears. Trim the ends of both bundles so they're the same size.
Heat the olive oil in a large frying pan and fry the prosciutto-wrapped asparagus bundles until the prosciutto is lightly browned, about 8-10 minutes, turning over several times to ensure even cooking.
Squeeze the lemon juice into the beurre blanc sauce. Serve the asparagus bundles on a plate with the sauce drizzled over and around, with extra sauce on the side.