Preheat oven to 450°F. Line rimmed baking sheet with aluminum foil.
Place asparagus on prepared sheet.
Drizzle with olive oil and sprinkle with salt and pepper. Toss to coat; spread in single layer. Roast until asparagus is tender, about 10 minutes. (Can be prepared 2 hours ahead; let stand at room temperature.)
Cook pasta in large pot of boiling salted water until tender but still firm to bite, stirring occasionally.
Drain, reserving 1 cup pasta cooking water. Return pasta to pot. Stir in mascarpone, grated Parmesan cheese, and asparagus. Toss over medium-low heat until pasta is coated with sauce and mixture is heated through, adding reserved pasta water by 1/4 cupfuls if dry, about 3 minutes.
Mound pasta in large shallow serving bowl.
Sprinkle with hazelnuts, chives, and Parmesan cheese shavings.
*Italian cream cheese; can be found at Italian markets and some supermarkets.
