Preheat the oven to 400°F and line a baking sheet with parchment paper or a silpat.

Toss asparagus with olive oil, season with salt and pepper, place in oven-safe baking dish, and bake for 10 minutes.  Remove from the oven and set aside to cool.

Gently unroll the pastry onto a lightly floured surface and lightly roll out a rolling pin. You want to thin it out just slightly so you have a larger surface area to work with.

Transfer puff pastry to a lined baking sheet.  Beat the egg in a small bowl with a splash of water and then lightly brush the puff pastry with egg wash.

Place the baking sheet in the oven and bake for 10 minutes or until the pastry starts to turn a light golden brown.

While the puff pastry is baking, combine the goat cheese, cream cheese, garlic, and all but 1 tsp lemon zest in a small bowl. Season with salt and pepper.

Remove the puff pastry from the oven and gently push down any puffed parts.

Spread the goat cheese mixture all over the surface of the puff pastry, leaving a 1-inch border around the edges.

Arrange the asparagus spears in a single layer over the goat cheese, and return the baking sheet to the oven for another 8-10 minutes, or until the pastry is golden and puffed around the edges.

Cool for a few minutes on the pan before removing.  Garnish with basil leaves and remaining lemon zest.   Slice and serve at room temp.