Bring a large pot of salted water to a boil. Add asparagus and cook for 2 minutes until bright green and just tender-crisp. Immediately transfer to an ice bath to stop cooking, then drain and pat completely dry with paper towels. This step is crucial - wet asparagus will make the pastry soggy.

In a small bowl, mix together the softened cream cheese, Parmesan, lemon zest, thyme, garlic, 1/4 tsp salt, and pepper until well combined. Taste and adjust seasoning if needed.

On a lightly floured surface, roll the puff pastry into a 12x14 inch rectangle. Cut into 6 equal strips, each about 2 inches wide and 14 inches long. Work quickly while the pastry is still cold.

Spread about 1.5 tablespoons of the cheese mixture evenly along each pastry strip, leaving a 1/2 inch border on one long edge. Place 3-4 asparagus spears (depending on thickness) along the opposite long edge, tips extending slightly beyond the pastry. Roll tightly toward the border edge, sealing with a gentle press. Place seam-side down on a parchment-lined baking sheet. Repeat with remaining strips.

Brush the tops and sides of each roll with the egg wash. Using a sharp knife, make 3 shallow diagonal slashes across the top of each roll to allow steam to escape and create a decorative pattern. Sprinkle lightly with remaining 1/4 tsp salt.

Bake at 400°F for 22-25 minutes, rotating the pan halfway through, until the pastry is deep golden brown and puffed. Let cool for 5 minutes before serving - the cheese inside will be very hot.