
Whether or not you love asparagus, you’re going to swoon over these little bundles. The entire batch will be eaten in minutes.
Preheat oven to 400° and line a baking sheet with parchment. In a medium saucepan over medium heat, melt butter. Add garlic and nutmeg and cook, stirring, until softened and fragrant, 1 to 2 minutes. Add cream and bring to a simmer.
In a small bowl, whisk cornstarch with 1 tablespoon water. Add slurry to cream mixture and cook, stirring, until thickened. Reduce heat to medium-low and whisk in Parmesan until melted, about 3 minutes; season with kosher salt. Remove from heat and let cool 10 minutes.
Meanwhile, on a clean surface, roll puff pastry to a 12"-by-12" square. Cut pastry into 9 (4"-by-4") squares.
In a small bowl, beat egg with a splash of water. Brush outer edges of pastry with egg wash. Spoon cooled sauce in the center of each square. Place 3 asparagus stalks in the center diagonally across square. Sprinkle with mozzarella.
Fold right side of pastry over onto left. Brush flap with egg wash, then fold left side over onto right to create a bundle. Brush each bundle with more egg wash; season with sea salt and pepper.
Bake bundles until golden brown, 30 to 32 minutes. Let cool slightly, then sprinkle with parsley and lemon zest (if using).