Use a rolling pin to flatten each slice of bread. Combine bleu cheese, cream cheese and egg in mixing bowl, mixing well. Spread evenly on bread, covering to edges.
Place 1 asparagus spear on each slice of bread; roll up and secure with 3 toothpicks. Dip in melted butter. Place on a baking sheet and freeze.
Partially thaw asparagus rolls and slice each into 3 equal pieces. Bake at 375 degrees for 15 minutes.