How to Make It
Peel and trim the asparagus. Slice the stalks diagonally 1/4 inch thick; reserve the stems and peelings. In a saucepan, combine the asparagus trimmings, onion, wine and 6 cups of water. Bring to a boil, then simmer, covered, over moderately low heat until the asparagus trimmings are soft, about 1 hour. Transfer the contents of the pan to a blender and puree until as smooth as possible. Strain the broth through a fine sieve, pressing on the solids. Wipe out the pan.
Preheat the oven to 450°. Melt the butter in the saucepan over moderate heat. Whisk in the flour until golden brown and nutty smelling, about 3 minutes. Whisk in the asparagus broth until smooth and bring to a gentle simmer. In a medium bowl, whisk the egg yolks with the lemon juice. Gradually whisk in 1/4 cup of the hot broth, then whisk in half of the remaining broth. Return this mixture to the broth in the saucepan and simmer, whisking frequently, until hot. Season with salt.
On a rimmed baking sheet, toss the sliced asparagus with 2 tablespoons of the oil and season with salt and pepper. Roast for about 8 minutes, stirring, until the asparagus is golden but still slightly firm.
In a nonstick skillet, heat the remaining 3 tablespoons of oil. Add the mushrooms and cook over moderately high heat until golden and crisp, 8 minutes.
Transfer the roasted asparagus to shallow bowls. Ladle the soup over the asparagus and top with the mushrooms. Garnish with dill and oregano and serve.