Season filets and set aside. Melt butter in large skillet. Add onion and saute until softened, about 3 minutes. Add asparagus and squash. Season with salt and pepper. Toss to glaze with butter. Drain vegetables. Grill turkey in skillet on both sides. Add Madeira to skillet and flambe. When flames have died, remove turkey and place on top of draining vegetables. Return skillet to heat and add cream and collected vegetable juices to make sauce. Stir until boiling, and boil until syrupy consistency, about 2 minutes. You may add seasoning if needed.
Start with onion and squash. Stack one turkey filet, 3 asparagus, then ham and cheese. Make as many stacks as necessary. Place in baking dish. Pour all but 1/2 cup sauce over stacks. Bake 30 minutes at 375F. Place on platter. Warm remaining sauce and pour over stacks. Garnish.
Cajun Country -- New Iberia, Louisiana