Preheat oven to 500 degrees F.
Cut the tips off each asparagus spear and reserve them. Cut the stalks of asparagus into 1/2-inch lengths.
In each of 2 large shallow baking pans toss half the asparagus stalks with half the oil, and salt to taste coating them well, and roast them, shaking the pans every few minutes, until they are crisp-tender, about 5 to 10 minutes. Set them aside. Lower oven temperature to 400 degrees F.
In a saucepan melt the butter, add the flour, and cook the roux over moderately low heat, stirring, for 3 minutes. Add the broth and the water in a stream, whisking, simmer the mixture for 5 minutes, and whisk in the goat cheese, zest, and salt, to taste, whisking until the sauce is smooth.
Arrange 1 sheet of pasta in each of buttered 9 by 13-inch baking dishes, and spread each sheet with 1/4 of the sauce. Top the sauce in each dish with 1/4 of the reserved roasted asparagus, and sprinkle the asparagus with 1/3 cup of the Parmesan. Continue to layer the pasta, sauce, asparagus, and Parmesan in the same manner, ending with a sheet of pasta.
In a bowl beat the cream with a pinch of salt until it holds soft peaks. Arrange the reserved asparagus tips on the pasta, spoon the cream over the pasta and the asparagus tips, spreading it with the back of a spoon, and sprinkle the remaining 1/3 cup Parmesan on top.
Bake the lasagna in the middle of the oven for 30 minutes, or until it is golden and bubbling, and let it stand for 10 minutes before serving.
Prep time: 15 minutes Cook time: 45 minutes Inactive time: 10 minutes
Recipe courtesy of Gourmet Magazine