To blanch the asparagus, set aside a medium bowl filled with ice water.
Heat a stockpot of salted water (it should taste like broth) to boiling.
Add the asparagus and boil until it is bright green and tender, yet still crisp, about 3-4 minutes.
Remove the asparagus from the boiling water and place immediately into the ice water bath to stop it from cooking.
Drain the asparagus and set aside.
In a large bowl, whisk together the eggs, heavy cream, grated cheese, herbs, salt, and pepper until foamy.
Preheat the oven to 400° F.
Over medium heat, melt the butter in an oven-safe, 10-inch nonstick skillet. Add the leeks and fennel, and sauté about 8 minutes until softened.
Add the asparagus, stirring to combine with the leeks and fennel, and then pour in the egg mixture. Pull the edges of the frittata away from the sides of the pan toward the center so the eggs evenly flow to the center of the skillet.
Once the frittata is half set, transfer the pan to the preheated oven. Cook for about 10 minutes, until it is fully set and puffed. Garnish with fresh herbs and a drizzle of olive oil.