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.
Preheat oven to 300F.
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.
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).
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.
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.
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.