In a medium size bowl, whisk together the eggs. Add the cream, salt, pepper, hot sauce and Worcestershire and whisk to blend.
Heat a 10 to 12-inch cast iron (or other heavy-bottomed) skillet and add 2 tablespoons of olive oil. When the oil begins to smoke ever so slightly, add the asparagus. Season with salt and pepper. Cook for 1 minute until some of the liquid starts to escape.
Stir in the scallions, arugula and cheeses into the egg mixture and pour into the skillet over the asparagus.
Place the skillet on the center rack of the oven and cook until firm around the edges but still somewhat loose in the middle, 15 to 20 minutes. Remove from the oven and allow to "rest" for a few minutes before serving. Toss the tomatoes with salt, pepper, the remaining olive oil and the lemon juice and sprinkle them on top of the frittata just before serving.