Boil 1 inch of water in a large skillet. Add the asparagus and cook, uncovered, until tender-crisp.
Grease an oven-proof 8-inch skillet and place over medium-low heat until hot. Add the olive oil and saute the onion until soft. Add the asparagus and sun-dried tomatoes. Add the smoked salmon and remove from the heat.
Preheat the broiler.
Combine the eggs, water, dry milk, marjoram, and pepper, mixing well with a whisk or fork. Pour over the salmon mixture. Cover and cook over medium-low heat for 7 minutes or until the bottom is set and the top is slightly wet.
Place the skillet under the broiler 4-6 inches from the heat source until the top of the frittata is puffed and set, 2-3 minutes. Top with sour cream, salmon roe, marjoram, and chives, if desired.