Position an oven rack in the upper part of the oven and preheat the broiler. Whisk the eggs, 3 tablespoons of the cheese, the milk, lemon zest, salt, and pepper to taste together in a bowl.
Heat the olive oil in an 8-inch nonstick skillet over medium heat. Add the asparagus and Canadian bacon, and cook until the asparagus is crisp-tender, about 4 minutes. Reduce heat to low, pour the egg mixture into the skillet, stirring gently to distribute the fillings evenly. Cover, and cook until the bottom sets, but does not get too brown, about 9 minutes. Remove the cover, scatter the remaining 1 tablespoon of cheese over the surface. Run the frittata under the broiler until the top sets and browns slightly, about 1 minute. Set aside for about 5 minutes before unmolding. Slip the frittata out of the pan onto a cutting board, cut into wedges. Serve warm or room temperature.