Cut a pocket into the fillet steak and stuff with the asparagus spears. Rub the steak with olive oil, salt and freshly ground black pepper, to taste.
Heat a small frying-pan over a high heat. Add the steak and fry for two minutes on each side (or longer, according to taste) and set aside on a warm plate.
Meanwhile, to make the sauce, place the wine, Worcestershire sauce, mustard, cream and pepper in a small saucepan. Bring to the boil and reduce for five minutes, or until thick.
Serve the steak with the sauce poured over.