Preheat oven to fan 200C/conventional 220C/gas 7. Peel prawns, leaving tail end of shell on. For marinade, mix oil, garlic, zest and parsley, then season. Marinate prawns and asparagus in half the mixture, stir lemon juice into remainder for dressing.
Heat oil in a pan, throw in shallots and seasoning and fry over medium heat for 10 minutes until golden and softened. Cut out 6 x 10cm circles from pastry, lay them on a baking sheet. Using a knife, mark a circle part way through the pastry, 1cm in from edge. Bake for 10 minutes until golden.
Meanwhile, heat a pan, add prawns and asparagus, cook over high heat for 3-4 minutes. Stir in balsamic, take off heat and add rocket. Spoon shallots, rocket, prawns, asparagus and dressing on top of rounds.