In a small bowl, place the chopped dill, parsley, chives, and lemon zest, toss well to combine, and set aside. On a work surface, place one sheet of phyllo dough, and cover the remaining with a clean towel to keep them from drying out. Brush the phyllo dough with a little olive oil, then sprinkle 2 T. of the herb mixture and 1 T. sesame seeds evenly over the entire surface. Using a sharp knife or pastry wheel cutter, cut the sheet of phyllo dough vertically into 4 strips. For each strip of phyllo, place the end of one asparagus spear at the bottom edge, then tightly roll at a slight diagonal to enclose the length of the spear of asparagus, and tuck in the end of the strip of phyllo at the tip of the asparagus. Transfer the phyllo-wrapped spear to a large plate. Repeat the rolling procedure for the remaining strips and then repeat the entire procedure for the remaining sheets of phyllo dough and asparagus spears. When all of the phyllo cigars have been assembled, cover them with a clean towel and place them in the refrigerator to chill for one hour or more. Transfer the phyllo cigars to a non-stick cookie sheet and bake them at 425 degrees for 18-20 minutes or until the phyllo dough is lightly browned and crisp.
Yield: 2 Dozen