In a medium bowl, mix the blue cheese, cream cheese and egg. Flatten each bread slice, and spread with blue cheese mixture. Place one piece of asparagus on each bread slice. Roll the slices. Place rolled slices in freezer bags, and freeze at least 4 hours, or until frozen.
Preheat oven to 350 degrees F (175 degrees C).
Remove rolls from freezer. Brush with butter.
Place rolls on a large baking sheet. Bake in the preheated oven 10 minutes, or until bread is lightly browned and cheese is melted. Cut into bite-sized pieces to serve.