1. Prepare the asparagus by cutting off any woody stems and washing under cold running water. Chop into 1-inch lengths then boil in salted water for 10 minutes or until just tender. Drain and cool.
2. Meanwhile, dice the ham and chop the pineapple rings. Mix together the asparagus, ham and pineapple rings in a bowl.
3. Line 4 individual glasses or dishes with lettuce leaves then pile the asparagus mixture on top.
4. In another bowl, place the mayonnaise, Cognac, lemon juice and cayenne and mix well.
5. Divide equally between the glasses. Garnish with slices of hard boiled egg and chopped parsley. Chill for 10 minutes.