Fill a large bowl with ice water. Bring about 1” of water to a boil in large skillet. Add asparagus; cook until bright green and crisp-tender, 2-5 min. Drain and transfer to ice water to stop the cooking; drain, pat dry. Preheat oven to 400 F. Roll puff pastry into a 10 X 16” rectangle on a floured surface. Transfer to a parchment-lined baking sheet and prick all over with a fork. Bake until light golden brown, about 12 minutes. Let cool slightly on baking sheet. Meanwhile, mix the cheeses, shallot, egg yolks, milk nutmeg, and a pinch of salt & pepper in a bowl until combined. Spread this mixture evenly over the puff pastry, leaving a 1” border on all sides. Toss asparagus with olive oil, 1/4 tsp salt, and pepper to taste. Arrange asparagus on the tart and bake until cheese mixture is slightly puffy, 15-20 minutes. Sprinkle with the lemon zest. Serve warm or at room temperature.