Preheat oven to 400ºF (according to package directions).
Unroll the two sheets of pastry out onto counter and spread the soft cheese over each.
Cut each sheet into 6 strips, each about 1x9".
Starting on the diagonal, roll up each of the asparagus spears with a strip of dough in a spiral shape. Make sure to leave a little of the tip and the end of the asparagus sticking out on each end.
Transfer pastry-wrapped spears to a parchment-lined baking sheet and bake until golden brown and puffed, 15 minutes. Serve warm or at room temperature.