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For the omelets: Heat a grill pan over high heat. Brush the asparagus with 2 tablespoons oil and season with salt and pepper. Grill the asparagus on all sides until slightly charred and crisp-tender, about 5 minutes. Cut into thirds.
Heat a 6-inch nonstick pan over medium heat and brush with some oil. Whisk together 3 eggs in a small bowl until light and fluffy. Add to the pan and cook, stirring constantly with a heat-resistant rubber spatula, until barely cooked, about 20 seconds. Stir in some salt and pepper. Flip and cook until just set, but not dry, and barely golden brown on the bottom, 10 to 15 seconds more. Slide the omelet onto a plate. Spread some of the cream cheese over the omelet and top with some of the asparagus and 3 slices of the salmon. Garnish with some dill fronds. Transfer to a plate and repeat with the remaining ingredients.