Spray six 6-oz ramekins lightly with cooking spray; set on rimmed baking sheet. Set aside.
Cook asparagus in saucepan of boiling salted water for 2 minutes. Drain; plunge into bowl of ice water to cool. Drain again; pat dry. Cut asparagus into ½“ pieces; set aside.
Melt butter in same saucepan over medium heat. Add flour; cook, whisking constantly, for 2 minutes. Gradually whisk in milk and cayenne pepper. Bring to a boil, whisking constantly. Reduce heat to medium-low. Cook, stirring often, for about 5 minutes or until thick enough to coat back of spoon. Remove from heat; let cool slightly.
Whisk egg yolks in large bowl until lightened in color. Gradually whisk in milk mixture and cheese until smooth. Fold in asparagus and dill until combined.
Beat egg whites in another bowl using electric hand mixer until stiff (but not dry) peaks form. Fold one-third into asparagus mixture then fold in remainder. Spoon mixture evenly into ramekins. Bake in center of oven for 22 to 25 minutes or until puffed and golden brown. Serve immediately.