Prepare polenta according to package directions. Cover and keep warm.
Meanwhile, in a large skilled cook onion in hot oil over medium heat until tender. Stir in mushrooms, asparagus, and garlic. Cook uncovered about 4 minutes or until almost tender. Stir in wine and salt. Cook uncovered over medium-high heat for 1 minute.
To serve, divide polenta among 4 bowls. Spoon the mushroom mixture over polenta. Sprinkle with nuts and cheese.