Peel the bottom third of the asparagus, remove the stems and simmer in salt water for about 5 minutes. Remove from the water, rinse in cold water and pat dry.
Mix the cream, creme fraiche, egg yolks and cheese. Season with salt, pepper and nutmeg.
Thaw the puff pastry. Roll into a rectangle, slightly wider than the asparagus. Form an aluminum foil edge around the puff pastry and place on a baking sheet. Spread the cheese mixture on the pastry and place the asparagus on top.
Bake for about 15 minutes at 220°C (approximately 425°F), until golden brown. Remove and serve.