Heat the oven to 190C/375F/gas mark 5. Break off and discard the woody ends of the asparagus, then cut the spears into walnut-length pieces.
Heat the butter in a large saucepan and fry the asparagus until the butter has browned and the asparagus has coloured a little.
To make the filling, whisk the eggs with the milk, anchovies, garlic, nutmeg, parmesan and thyme, and season generously.
Butter a deep, two-litre ovenproof dish (eg, an enamel bowl, ceramic soufflé dish or non-loose-bottomed cake tin) and add the bread chunks and asparagus.
Pour in the custard mix and sprinkle with extra parmesan. Leave to soak for 10 minutes, then bake for 50 minutes, until the custard is deep golden, firm and risen.
Remove and leave to cool slightly (don’t worry that it sinks back a bit) then serve scoops on to warmed plates with plenty of freshly ground black pepper and a crisp green salad. For an extra lick of silkiness, drizzle over a trickle of melted butter.