Preheat the oven to 200 degrees ˚C. Sprinkle your fish fillets with the lemon zest (make sure not to grate the white part), rosemary and fresh pepper. No salt is needed because they are going to be wrapped in delicious salty pancetta. Put the slices of pancetta on a chopping board and flatten them extra with the side of knife. Put four slices together on the board, put a fish fillet on top and roll the package until it is wrapped around the fish.
Heat a large, ovenproof frying pan, put a little oil in and add the pieces of fish with the good side up. Fry them for about a minute and after that put the pan in the oven, for about 10-12 minutes depending on the thickness of the filet, until the pancetta is crispy and nice golden brown.
While the fish is in the oven you have time to make the lemon mayonnaise with either fresh mayonnaise or mayonnaise from a jar. Add enough lemon juice as the intention is for the mayonnaise to be a little bit too sour. In combination with the fish and asparagus that will be less. It's ok if the mayonnaise is a little thinner than usual.
Cook or steam the asparagus and serve them with the fish and the lemon mayonnaise.