Roast asparagus: place asparagus in a single layer on a baking s heet. Brush evenly with 1 T. olive oil; lightly sprinkle with salt and black pepper. Bake, uncovered, in 450-degree oven about 10 minutes or until crisp-tender. Cool slightly. Cut two-thirds into 2-inch pieces; set aside all asparagus.
While the asparagus is roasting, cook leeks in a large saucepan in 1 T. olive oil until tender. Stir in uncooked rice. Cook and stir over medium heat about 5 minutes or until rice begins to turn golden brown.
In another saucepan bring broth to boiling. Reduce heat and simmer. Carefully stir 1 cup of hot broth into rice mixture. Cook, stirring frequently, over medium heat until liquid is absorbed. Then add 1/2 cup broth at a time, stirring frequently until broth is absorbed before adding more broth (about 22 minutes in total).
Stir in any remaining broth. Cook and stir just until rice is tender and creamy.
Stir in asparagus pieces, cheese, parsley, lemon zest, lemon juice, and pepper. Top with asparagus spears and lemon slices.