Roast asparagus with a drizzle of oil on a rimmed baking sheet, under the broiler on HI, about 10 minutes. While asparagus is roasting, grill onions until soft and lightly charred, or pan-sear with a little oil over medium heat, until browned in spots, about 10 minutes.
In a 3 quart saucepan, add chopped asparagus, onions, broth, thyme, bay leaf, and garlic. Bring to a boil and simmer for 15 minutes to meld flavors.
Discard bay leaf. Add contents of soup to a blender and blend until smooth.
Return soup puree to the pan, add lemon zest, cream, nutmeg, salt, and pepper; cook over med-low and simmer for 5 minutes while stirring.
Serve in warmed bowls with croutons and a teaspoon of additional cream on top, if desired.