01 - Preheat oven to 400°F. Grease a medium 2-quart baking dish with butter or nonstick spray.
02 - Heat olive oil in a large skillet over medium heat. Season chicken pieces with salt and pepper, then sauté until lightly browned on all sides but not fully cooked through, about 4–5 minutes. Transfer to a plate and set aside.
03 - In the same skillet, melt butter over medium heat. Add diced onion and cook for 2 minutes until translucent. Stir in minced garlic and cook for 1 minute until fragrant.
04 - Sprinkle flour into the skillet and cook, stirring constantly, for 1 minute to form a roux. Gradually whisk in chicken broth, followed by heavy cream and lemon juice. Continue stirring until the sauce thickens, about 3 minutes.
05 - Remove skillet from heat. Stir in dried thyme, ground nutmeg, half of the Parmesan, and half of the mozzarella until the cheeses melt and the sauce is smooth.
06 - Fold the seared chicken and asparagus pieces into the cream sauce, tossing gently until everything is evenly coated.
07 - Transfer the mixture into the prepared baking dish. Sprinkle the remaining mozzarella and Parmesan evenly over the top. Add a layer of breadcrumbs if desired.
08 - Bake for 25–30 minutes until the chicken is cooked through, asparagus is tender, and the top is golden brown and bubbling.
09 - Remove from oven and let rest for 5 minutes before serving to allow the sauce to set.