Trim the ends off the asparagus and using a potato peeler, pare off the tough outer skin at the base of the stalks. Bring a large shallow pan of water to the boil.
Cook the asparagus for about 5-7 mins, depending on the thickness of the spears.
Remove the asparagus from the cooking water, drain carefully and set aside.
Heat 2 tbsp of the oil in a large saucepan, add the leeks and sweat gently for 10 min or until softened. Add the flour and cook for 30 seconds, then add the wine and bring to the boil.
Add the stock and bring back to the boil.
Lower the heat and simmer for 5-10 mins or until the sauce is thick.
Remove from the heat and add the thyme, lemon juice, cheese, cream, salt and pepper.
Cut the Asparagus into 5cm lengths. Pour half the sauce into a shallow oven proof dish.
Cover with the Asparagus and pour the remaining sauce on top.
Brush each sheet of filo pastry with the remaining oil and place on top of the vegetables in layers. Trim off excess pastry round the edges; brush the top with oil and score with a lattice pattern. Scatter with the sesame seeds. Bake in the preheated oven for 20-25 mins, lowering the oven temperature if the pastry shows signs of browning too much.
Serve hot not warm.