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Snap the asparagus to remove woody ends, then trim. Arrange 4-5 spears in a row and thread onto 2 short skewers (if using wooden skewers, pre-soak for 10 mins). Brush lightly with olive oil, and season. Peel the prawns, leaving the tails on. Cut down the backs to remove the black intestines. Rinse and pat dry with kitchen paper.
To make the rouille, put the egg, vinegar, mustard and seasoning in the bowl of a stick blender. Add all the oil. Put the blender in the base of the bowl and turn it on. Slowly lift the blender through the mixture until it has thickened to mayonnaise. Put the garlic, pepper, saffron and a little salt in a mortar and grind with the pestle to make a smooth paste. Add to the mayo and mix well.
Barbecue or grill the asparagus for 3-4 mins, turning once, until tender. Heat half the oil in a pan (over the barbecue if possible), stir in the prawns and cook for a few mins until the prawns are evenly pink. Add the lemon zest and juice, and the remaining oil. Season and heat through until bubbling.
Place a raft of asparagus on each plate and divide the basil and salad leaves between each. Spoon some prawns over the leaves with some of the pan juices. Serve with the rouille on the side.