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Step 1
Preheat oven to 475 degrees F (245 degrees C). Grease a baking dish. In a bowl, mix together the mayonnaise, Dijon mustard, lemon juice, lemon zest, tarragon, salt, and pepper until the mixture is well combined. Set aside.
Step 2
Cook asparagus in the microwave on High until bright green and just tender, 1 to 1 1/2 minutes. Set the asparagus spears aside. Place a chicken breast between two sheets of heavy plastic (resealable freezer bags work well) on a solid, level surface. Firmly pound the chicken breast with the smooth side of a meat mallet to a thickness of about 1/4 inch. Repeat with the rest of the chicken breasts.
Step 3
Place 1 slice of provolone on each chicken breast, and top the cheese with 4 asparagus spears per breast. Roll the chicken breasts around the asparagus and cheese, making a tidy package, and place, seam sides down, in the prepared baking dish. With a pastry brush, apply a coating of the mayonnaise mixture to each chicken breast, and sprinkle each with panko crumbs, pressing the crumbs into the chicken to make a coating.
Step 4
Bake in the preheated oven until the crumbs are browned and the chicken juices run clear, about 25 minutes.