Preheat oven to 400°F and line a baking sheet with parchment paper. Trim the woody ends from asparagus spears. Heat olive oil in a large skillet over medium-high heat until it shimmers. Add the asparagus and sauté for 3-4 minutes until bright green and slightly tender. Season with salt and pepper, then set aside to cool.

In a medium bowl, combine the softened cream cheese, grated Parmesan, minced garlic, and lemon zest. Mix until smooth and creamy.

Roll out thawed puff pastry sheet on a lightly floured surface into a 12-inch square. Spread the cream cheese mixture evenly across the surface, leaving a 1-inch border on all sides. Arrange the cooled asparagus spears in a single layer over the cheese mixture, alternating the direction of the tips.

Carefully roll the pastry into a log, starting from one edge and rolling tightly but gently with the seam on the bottom. Brush the entire surface with beaten egg wash. Using a sharp knife, slice the log into 1-inch thick rounds.

Place the sliced rounds on the prepared baking sheet, spacing them about 2 inches apart. Bake for 20-25 minutes until the pastry is puffed and golden brown. Let cool for 5 minutes before serving.