Preheat the oven to 400 degrees F.

Bring a medium pot of salted water to a boil. Blanch the asparagus until crisp-tender, about 1 1/2 to 2 minutes. Drain asparagus and immediately plunge into an ice-water bath. Chill completely, remove asparagus from the ice water and pat dry.

Whisk together eggs, cream cheese, salt, and freshly ground black pepper. (The cream cheese will remain in pieces.) Stir in the smoked salmon, dill, and blanched asparagus.

In a 12-inch, nonstick, ovenproof skillet, heat butter over medium heat. Add onions and saute until softened, about 3 minutes. Reduce the heat to low and pour the beaten egg mixture over the onions. Cover and cook until the bottom and sides are set but not too brown, about 15 minutes.

Uncover the frittata and bake for about 13 minutes. Remove the frittata from the oven and sprinkle the cheese over the top. Bake for an additional 2 minutes or until the cheese is melted and the eggs are cooked through. Allow frittata to rest for 3 to 5 minutes, before unmolding.

To remove the frittata from the skillet, run a heatproof rubber spatula around the edges of the frittata to loosen it from the pan. Gently slip the frittata from the skillet to a large plate or serving dish. Slice frittata into wedges and serve with capers if desired.