Preheat oven to 400°F.
In a saucepot, bring a few inches of water to a boil. Add salt and asparagus, and cook a couple of minutes to tender-crisp. Cold-shock the asparagus in bowl of ice water and remove them to a kitchen towel to dry.
Melt butter in a small pot over medium heat. Add flour, cook a minute then whisk in milk. Season with salt and pepper and thicken sauce over low bubble until very thick, 7-8 minutes. Season with a little nutmeg, turn off heat and stir in mustard.