Grilled Ham and Asparagus Panini Recipe from Festival Foods. This is by far my most favorite sandwich of the month. I like mine with roasted asparagus and sourdough bread. Another great option is using some melty Fontina or farmers cheese. I have also made this with thick pita bread and it adds another dimension. I love to make this sandwich for those days when you want something from those expensive Bistros, but also want to make it your own. Please try your own style and let me know how it turns out for you!