Preheat the oven to 400°F. Butter a 2-quart casserole dish.
Bring a large pot of salted water to a boil over medium-high heat and prepare an ice bath in a large bowl. Add the asparagus to the boiling water and cook until bright green and crisp-tender, about 2 minutes. Immediately transfer to the ice bath to stop the cooking. Drain, then pat the asparagus dry with a clean kitchen towel or paper towels.
In a medium bowl, combine the panko, parmesan, almonds, and lemon zest. In a large skillet, melt 2 tablespoons of the butter over medium heat. Pour the melted butter over the breadcrumbs and toss to coat.
In the same skillet, melt the remaining 4 tablespoons butter over medium heat. Add the garlic, onion, and 1 teaspoon salt and cook, stirring occasionally, until softened, 3 to 5 minutes.
Stir in the flour and pepper and cook until the raw flour smell disappears, 1 to 2 minutes. Gradually whisk in the milk, whisking until no lumps remain. Cook, scraping the bottom of the skillet with a rubber spatula, until the sauce thickens slightly 2 to 3 minutes. Remove from the heat and stir in the cheddar cheese, cream cheese, and lemon juice. Fold in the asparagus.
Spoon the mixture into the prepared baking dish. Sprinkle with the panko mixture and bake until golden brown and bubbling, 20 to 25 minutes.
Allow to sit 5 minutes before sprinkling with chives and serving.