Heat oven to 400°F. Line baking sheet with parchment paper. Spread asparagus out in single layer; drizzle with olive oil and season with salt and pepper. Roast 10 minutes, until tender and bright green. Remove and cut each stalk into thirds. Reduce oven heat to 350°F.
Place cauliflower in large saucepan and add 1 inch water to bottom of pan. Bring to boil, then reduce heat and simmer until cauliflower can be pierced easily with fork but isn’t mushy, about 5 to 10 minutes. Drain thoroughly using colander.
Return empty pan to low heat and add mascarpone, lemon juice and lemon zest, stirring until melted and smooth. Season with salt and pepper (about 1/2 teaspoon salt and 1/4 teaspoon pepper). In small bowl, combine cream and arrowroot or cornstarch, whisking to combine. Stir into mascarpone mixture and whisk over low heat until thickened, about 1 minute.
Add cauliflower and asparagus to pan and toss to combine. Spread mixture into medium casserole dish and bake 10 to 15 minutes, until bubbling and lightly browned. Let stand 5 minutes before serving.