In a large saucepan of boiling well-salted water (1 tablespoon of coarse kosher salt per quart), cook the asparagus until crisp-tender, 2 to 4 minutes. Drain, then rinse under cold water until cool. Transfer the asparagus to a paper towel-lined platter or plate, pat the spears dry, and set aside.
Zest 1 of the lemons. Juice the zested lemon to yield 2 tablespoons of juice. In a small bowl, combine the zest, juice, mayonnaise, garlic, and salt and white pepper to taste. Set aside. Cut the remaining lemon into wedges and set aside.
Wrap a piece of prosciutto around an asparagus spear, then tie one of the chives around the prosciutto. Repeat with the remaining spears, arranging the wrapped asparagus on a platter or on individual plates. Arrange the aioli on the side for dipping, garnish with the lemon wedges, and serve.