Preheat oven to 400°F.
Thread sole fillets lengthwise onto wooden skewers, alternating with shrimp, three to a skewer, as if using a needle and thread.
Each shrimp will be skewered in a "stitch.
Center each sole skewer on a piece of foil and wedge asparagus tips between shrimp and sole.
Halve the lime slices and tuck these between shrimp and sole for a decorative effect.
Season to taste with salt and freshly ground black pepper.
Cut peeled cucumbers with a melon-baller to make as many balls as possible.
Scatter cucumber balls over fish and sprinkle with chopped fresh dill to taste.
Dot with butter and seal packets.
Set on a baking sheet.
Bake for 10 minutes, or until done.
Transfer packets to serving plates and allow guests to open them at table.