Heat oven to 425. Spray a lg baking dish w/ cooking spray, preferably olive oil spray. In medium bowl, mix together mayonnaise, mustard, lemon juice, lemon zest, tarragon, salt and pepper.
Place asparagus in microwaveable bowl, place just a little water in bowl. Microwave 1-1/2 mins, drain. Place 1 slice cheese on each chicken.
Top w/ 4 asparagus spears. Roll up chicken and place, seam-side down in pan. W/ pastry brush, brush mayonnaise mix over each chicken. Sprinkle w/ crumbs. Bake about 20-25 mins, or until chicken is cooked all the way through.