Preheat the oven to 210C/425F/gas mark 7. Unroll the pastry and place on a baking sheet. With a sharp knife, score a line around the pastry, about 1cm inside the edge. Lightly prick inside the rectangle with a fork and brush the edges with a little beaten egg.
Lay the asparagus in a neat line, facing the same way, inside the border of the pastry.
Mix the creme fraiche, egg yolks, chives, horseradish and cream, then season. Spread over the asparagus. Top with parmesan.
Place in the oven for 35-40 minutes, until golden brown. Reduce to 190C/375F/ gas mark 5 if the pastry is beginning to burn.