Peel the asparagus and cook until al dente. Keep warm.
Bring the removed asparagus stock to the boil and dissolve the grated Parmesan in it. Mix the egg yolks and add two to three tablespoons of asparagus stock. Pour this mixture into the cheese broth. The mixture is kept constantly in motion with the whisk. Now heat slowly while keeping the whisk in motion. Be careful: The egg yolk must not get too hot because it will flocculate and curdle. Now heat until you get a creamy sabayon - keep beating. Season well (a little salt, as the cheese is very strong) with a pinch of sugar and cayenne pepper and a small splash of lemon or vinegar. Pour the sabayon over the asparagus and serve.