Preheat the oven to 400 degrees.
Combine the blue cheese and cream cheese together in a small bowl and set aside.
Wash the beets under cold water to remove any dirt, then wrap in a large piece of aluminum foil. Set the pouch on a baking sheet and bake until easily pieced with a fork, about 45-55 minutes.
Place the heavy cream in a chilled metal mixing bowl. Using electric mixer, whip the cream into soft peaks. Use a spatula to fold a small bit of the whipped cream into the blue cheese mixture to lighten it. Then add the remaining whipped cream, and gently fold until no streaks remain. Refrigerate until ready to serve.
In a small bowl, combine the chives and white balsamic vinegar. Slowly drizzle in the walnut oil, whisking continuously, to create a vinaigrette. Season with salt and pepper to taste.
Peel the skin off of the beets once they are cool enough to handle. Slice the beets very thinly on a mandoline. You want them to be nearly paper-thin. Slice enough for 4-5 slices per serving. Wear gloves to prevent staining your hands.
Arrange 4-5 slices of beets in a circle or in a row on a plate. Use 2 spoons to form a quenelle, or football-shaped dollop, of the blue cheese mousse. Set this in the center of the beets. Sprinkle the asparagus pieces around the plate, then drizzle with the walnut vinaigrette. Season with a final sprinkle of salt.