Preheat oven to 375 degrees.
Roll puff pastry sheet on a floured work surface to a thickness of 1/8 inch. Cut into 4-inch squares.
Cut cheese into fingers about the size of asparagus spears.
Spread each pastry dough evenly with mustard.
Lay an asparagus spear and a strip of cheese on each pastry square. Roll them up, seal and place seam side down on a buttered baking sheet. Brush rolls with beaten egg.
Bake for 12 to 15 minutes, or until pastry is brown and cheese is melted