Fill a large bowl with ice water and set aside. Bring about 1 inch of water to a boil in a large skillet. Add the asparagus and cook until bright green and crisp-tender, about 2 to 5 minutes, depending on how thick your asparagus is. Drain and transfer asparagus to the bowl with ice water to stop the cooking process. Pat asparagus dry and set aside. Preheat the oven to 400 degrees F.
Roll out the puff pastry on a floured surface then transfer to a parchment-lined baking sheet and prick all over with a fork. Bake until light golden brown, about 12 minutes. Let cool slightly on the baking sheet.
Meanwhile, whisk together the Gouda, shallot, egg yolks, Greek yogurt, milk, nutmeg, thyme leaves and a pinch each of salt and pepper in a bowl until combined. Spread the cheese mixture evenly over the puff pastry, leaving about a 1-inch border on all sides.
Toss the asparagus with the olive oil, ¼ teaspoon salt, and pepper to taste. Arrange the asparagus on the tart and bake until the cheese mixture is slightly puffy, 15 to 20 minutes. Sprinkle with lemon zest and serve warm or at room temperature.