Toss the asparagus spears in the oil, season well and transfer to a roasting tin. Cook in a preheated oven, 180°C (350°F), Gas Mark 4, for about 15 minutes or until golden.
Spread the soft goats' cheese over 2 slices of walnut bread. Top with the roasted asparagus spears and arrange the sliced firm goats' cheese over them.
Scatter over the lemon thyme, top with the remaining slices of bread and toast in a sandwich grill for 3–4 minutes or according to the manufacturer's instructions until the bread is golden and the cheese has melted. Serve with a drizzle of truffle oil.