Preheat the oven to 200C/400F/Gas 6.
Cut an 8in square out of the ready-rolled puff pastry.
Place the asparagus spears into the middle and top with the goats' cheese and basil leaves. Season with salt and freshly ground black pepper.
Fold the four corners of the pastry square in towards the middle of the square.
Score the top of the pastry parcel with a sharp knife. Brush the top with beaten egg and sprinkle with the sesame seeds. Place onto a baking sheet and place into the oven to cook for 10-12 minutes.
For the sauce, heat the wine in a small saucepan over a high heat until the liquid has reduced by half. Add the cream and heat through. Season with salt and freshly ground black pepper.
To serve, place the puff pastry square onto a serving plate and drizzle around the sauce.