Spray a large non-stick skillet with cooking spray. Add the shallots and cook until tender, about 1 minute.
Add chicken, cooking until no pink remains.
Add the garlic and cook, stirring, for about a minute. Spoon chicken mixture into a bowl and set aside.
Add asparagus to the skillet and cook over medium heat, stirring, 6-8 minutes, until asparagus is bright green and starting to tender.
Add wine and cook, stirring, until it evaporates. Remove asparagus to the chicken bowl.
Remove pan from heat. In a small bowl, combine the cornstarch and skim milk, mixing well. Add it to the pan along with the chicken broth and return pan to heat. Cook, stirring constantly, until mixture thickens, about 3 minutes.
Return chicken and asparagus to the pan and mix with the sauce. Continue to simmer, stirring occasionally, for another 5-10 minutes.
Serve chicken and asparagus over the wild rice, drizzle with lemon juice to taste.