Peel the white asparagus stalks with a vegetable peeler, working from just below the tip down to the base, then trim and discard the woody bottom ends. While preparing the asparagus, preheat your oven to 350°F. I find peeling white asparagus makes a huge difference in texture—it removes the tough outer layer so you get tender spears throughout.

Bring a pot of salted water to a boil and carefully add the prepared asparagus spears. Cook for about 20 minutes until the asparagus is tender but still holds its shape. Drain well and pat dry with paper towels to remove excess moisture, then arrange the asparagus in a 9x13 inch baking dish or similar gratin dish.

Pour the heavy cream into a small saucepan and bring it to a boil over medium heat. Let it simmer for about 10 minutes, stirring occasionally, until it thickens slightly and reduces—this concentrates the cream's richness and helps it coat the asparagus better. Remove from heat and stir in the salt, pepper, nutmeg, and 1 tablespoon of Parmesan cheese until smooth and fully incorporated.

Pour the cream sauce from Step 3 evenly over the asparagus in the baking dish. Scatter the crumbled Roquefort cheese over the sauce, then sprinkle the remaining 1 tablespoon of Parmesan cheese and the panko breadcrumbs over the top in an even layer. I love using Roquefort here because its tangy, funky flavor perfectly balances the richness of the cream and adds wonderful depth.

Place the assembled gratin in your preheated 350°F oven and bake for 20 minutes until the top is golden brown and the sauce is bubbling around the edges. The Roquefort will melt into the cream, creating a rich, savory sauce, while the panko topping becomes crispy and golden.