Preheat oven to 400°F (200°C) and lightly grease an 9×9-inch baking dish.
Prepare the asparagus by removing and discarding the tougher, woody, light colored ends. Cut the remainder in ½ inch pieces. Set aside.
Whisk together in a bowl; the mascarpone, milk, lemon zest, lemon juice, Dijon mustard, parmesan, salt, and pepper until smooth.
Combine in a large bowl, the cooked rice, asparagus pieces, and the mascarpone sauce. Stir until everything is well coated by the sauce.
Transfer the asparagus rice mixture to the greased 9"x9" baking dish. Use a rubber spatula to evenly spread out the mixture.
Make the topping by combining in a small bowl, the panko crumb, parmesan, and olive oil. Sprinkle the panko topping into the baking dish evenly on top of the asparagus-rice mixture.
Bake for 20–25 minutes, until hot throughout and golden on top. Let the casserole sit for about 5 minutes before serving so the sauce sets slightly.