I've heard of making pickled asparagus wrapes, or dill pickle wraps, but until today have never made them myself. They were pretty easy, tasty, and quick to make. In the future though, if I were going to make these as a party appetizer I would get the ham that has square shaped slices and a little bit thicker.
Just lay your ham out, spread some cream cheese on it, then place a pickle or pickled asparagus on top and roll up.
For appetizers you can cut them into circles- putting a toothpick into them as necessary.