1. Make custards: Bring cheese, cream, and milk just to a boil in a small heavy saucepan over moderate heat, stirring occasionally. Remove from heat and steep, covered, 30 minutes.
2. Preheat oven to 300 degrees F.
3. Pour steeped cream through a very fine sieve into a bowl, pressing lightly on cheese solids and discarding them. Whisk together whole egg, yolks, salt, and white pepper in another bowl, then add steeped cream in a stream, whisking until smooth. Divide among well-buttered ramekins.
4. Set ramekins in a baking pan and bake in a hot water bath in middle of oven until centers of custards are completely set, 40 to 45 minutes. Transfer ramekins to a rack and cool 5 minutes (do not allow to cool longer, or custards will stick to ramekins).
5. Make soup while cream steeps and custards bake: Wash chopped leek in a bowl of cold water, then lift out and drain well. Cook leek, shallot, pepper, and 1/2 teaspoon salt in butter in a 4- to 6-quart heavy pot over moderately low heat, stirring, until leek is softened, about 3 minutes. Add asparagus, broth, and water and simmer, covered, until asparagus is just tender, 10 to 12 minutes. After 2 to 4 minutes, remove 6 asparagus tips, halve lengthwise and reserve for garnish.
6. Puree soup in batches in a blender until smooth (use caution when blending hot liquids). Transfer to a large bowl, then pour through a sieve into cleaned pot. Stir in cream, remaining 1/4 teaspoon salt, and pepper to taste and heat over moderately low heat until hot.
7. Serve soup with custards: Working with 1 custard at a time, run a thin knife around edge of each to loosen it, then invert a soup bowl over ramekin and invert custard into bowl. Repeat with remaining custards. Ladle soup around custards and garnish with reserved asparagus tips and parmesan curls.

Yield: 6 servings