Prepare the grill with half a chimney of briquettes and heat to indirect heat.
Lightly toast the sesame seeds in a hot pan until they are golden and fragrant.
Roll out the puff pastry and cut it into 10 thin strips, about 2 cm wide.
Snap off the woody ends of the asparagus.
Wrap a strip of puff pastry around each asparagus, starting from the bottom and wrapping upwards to the top. Pinch the ends to secure.
Brush the puff pastry with the beaten egg and sprinkle with the toasted sesame seeds and flaky salt.
Place the asparagus twisters on the grill rack and bake them indirectly for about 10 minutes, or until they are golden and crispy.
Remove from the grill and serve with chili mayonnaise dip.
Enjoy!