Rinse asparagus; snap off and discard tough ends. In a 10- to 12-inch frying pan over high heat, bring 1/2 inch water to a boil. Add asparagus and simmer, stirring occasionally, until barely tender when pierced, about 2 minutes; drain.
Meanwhile, rinse sole and lay pieces flat (if unskinned, skin up). Align an equal portion of asparagus, tips in same direction, at 1 end and across the narrow width of each fillet; roll fillet to enclose asparagus. Set sole, seam down, in a buttered, shallow 2 1/2- to 3-quart casserole. Cover tightly with foil.
Bake in a 425° regular or convection oven until fish is opaque but moist-looking in center of thickest part (cut to test), 12 to 16 minutes.
Spoon wine sauce over fish and season to taste with salt and pepper.
Wine sauce. In a 10- to 12-inch frying pan over medium-high heat, frequently stir 2 tablespoons each butter or margarine and minced shallots until golden, about 3 minutes. Add 3/4 cup dry white wine. Boil on high heat, stirring occasionally, until reduced to 1/4 cup, 5 to 7 minutes. Use hot or warm.