Grease 15- x 10-inch jelly roll pan; line bottom with parchment paper and set aside.
In saucepan, melt butter over medium heat; stir in flour, salt and pepper. Whisk in milk, ½ cup at a time; cook, stirring, until thick enough to coat back of spoon, about 3 minutes.
Stir in Parmesan cheese. Remove from heat. Whisk one-third of the sauce into egg yolks; whisk back into pan. Stir in chives and lemon rind. Set aside.
In large bowl, beat egg whites until stiff but not dry peaks form; stir one-quarter into yolk mixture. Scrape yolk mixture over whites; fold in. Spread evenly in prepared pan. Bake in centre of 425°F oven until puffed, golden and firm to the touch, about 12 minutes.
Place clean tea towel over soufflé. Top with baking sheet larger than pan. Invert and lift off pan; peel off paper. Starting at 1 short edge, loosely roll up soufflé and towel together. Let cool for 20 minutes.
Snap woody ends off asparagus and discard. In large skillet, bring 1 inch water to boil; add asparagus. Cover and simmer over medium heat until tender-crisp, about 3 minutes. Drain. Chill in bowl of ice water; drain. Cut into 1-inch long pieces.
In small bowl, beat cream cheese with sour cream until smooth; stir in yellow pepper, chives and lemon rind and juice.
Unroll soufflé. Spread with cream cheese mixture; arrange asparagus in single layer over top. Using towel to lift, roll up soufflé tightly. (Make-ahead: Wrap in plastic wrap and refrigerate for up to 1 day.)