Preheat the oven to 425°F (220°C). Lightly grease a baking sheet or line it with parchment paper. Season both sides of the salmon fillets with salt and black pepper.
In a small bowl, stir together ricotta, Parmesan, chopped basil, lemon zest, and a pinch of salt and pepper until smooth.
Spread the ricotta mixture over each fillet, then place 2–3 asparagus spears in the center. Roll up each fillet, keeping the filling and asparagus tucked inside. Place rolls seam-side down on the baking sheet.
Bake for 15–20 minutes, until the salmon is cooked through and flakes easily. The edges should be lightly browned and the filling warmed through.
In a small saucepan, melt butter over medium heat. Stir in broth and lemon juice. Once it simmers, whisk in the cornstarch slurry.
Continue whisking for 3–5 minutes until the sauce thickens into a glossy, pourable consistency.
Transfer the salmon rolls to a serving platter. Spoon warm lemon sauce over the top. Garnish with fresh basil or extra lemon zest and serve warm.