Arrange the asparagus in a single layer on a baking sheet.
Roast in a preheated 400F/200C oven until tender, about 10-30 minutes. (Note: Roasting time can vary greatly depending on how thick your asparagus is.)
Butter the outside of each slice of bread, spread the mustard on the inside, sprinkle half of the cheese on one slice of bread, top with the asparagus, the remaining cheese and finally the other slice of bread.
Heat a non-stick pan over medium heat, add the sandwich and grill until golden brown and the cheese has melted, about 2-4 minutes per side.