Clean and chop the mushrooms into medium rough dice (about the size of a dime). Heat the butter in a skillet over medium heat until it is completely melted. Add the mushrooms and stir to coat with the butter. Add a pinch of salt and pepper and the rosemary. Cook for several minutes, stirring occasionally. When the mushrooms have become tender and browned slightly, add the wine. Cook until the wine has completely been absorbed and evaporated (about 5 minutes). Remove the mushrooms to a bowl and set aside.
Bring a medium pot of water to a boil and moderately salt the water. While the water is coming to a boil, prepare a bowl of ice water. Add the asparagus to the boiling water for about 45 seconds. Remove the asparagus from the boiling water with tongs or a spoon and immediately place them into the ice bath for at least 3 minutes.
Preheat your oven to 350°F
Remove the asparagus, and dry off any excess water with a paper towel. Cut off the tips of the asparagus and reserve. For the stalks, thinly slice them – as thick as the asparagus is wide is perfect.
In a large bowl, add the mascarpone cheese, cream cheese, crème frâiche, salt, pepper, cornstarch, and egg. With a large fork, potato masher, a gloved hand mix the cheeses and the rest of the ingredients well. Add back the asparagus and mushrooms and fold in gently.
Remove the phyllo shells from the freezer, and place them on a baking sheet. Fill each shell with the cheese and mushroom mixture – about a tablespoon per shell. It doesn’t have to be filled perfectly as it will set. Place an asparagus tip on top of each shell. Bake in the preheated oven for 20 minutes.
Remove, let cool for a few minutes and serve.