01 - Preheat oven to 400°F. Grease a medium baking dish (about 2 quarts) with butter or nonstick spray.
02 - Heat olive oil in a large skillet over medium heat. Add chicken pieces, season with salt and pepper, and sauté until lightly browned but not fully cooked through, about 4–5 minutes. Transfer to a plate and set aside.
03 - In the same skillet, melt butter over medium heat. Add diced onion and sauté for 2 minutes until translucent. Stir in minced garlic and cook for 1 additional minute until fragrant.
04 - Sprinkle flour into the skillet and cook, stirring constantly, for 1 minute. Gradually whisk in chicken broth, followed by heavy cream and lemon juice. Continue cooking and stirring until the sauce thickens, about 3 minutes.
05 - Remove skillet from heat. Stir in dried thyme, ground nutmeg, half of the Parmesan cheese, and half of the mozzarella cheese. Stir until the cheese is fully melted and the sauce is smooth.
06 - Fold the seared chicken pieces and asparagus into the sauce, tossing gently to coat everything evenly.
07 - Transfer the mixture to the prepared baking dish. Sprinkle the remaining mozzarella and Parmesan evenly over the top. Add a layer of breadcrumbs if desired for extra crunch.
08 - Bake in the preheated oven for 25–30 minutes, or until the chicken is cooked through, asparagus is tender, and the top is golden brown and bubbling.
09 - Remove from oven and let rest for 5 minutes before serving to allow the sauce to set.