Season the chicken all over with salt and pepper. Place the chicken breasts in a large pot with the broth, onion, garlic, Worcestershire sauce, lemon zest, cumin, and oregano. Cover, bring to a boil, then reduce the heat to medium-low and simmer, until the chicken is cooked through, about 15 to 20 minutes. Transfer the chicken to a plate, then strain the broth through a fine-mesh sieve into another pot. Remove the chicken from the bones, discarding the skin and pulling the meat off into big, long chunks.
Put the pot of broth over medium heat. Add the flour, whisking to avoid getting lumps. Bring the sauce to a simmer stirring constantly so it doesn't stick or burn, until it has thickened slightly, about 10 minutes.
Remove the asparagus from the jar, reserving the liquid, and cut the stalks into thirds. Whisk the asparagus water into the thickened broth. Add the cream and capers, stirring to combine. Add the chicken and asparagus to the sauce and stir to coat. Cook a couple of minutes to heat through and bring the flavors together. Transfer the chicken fricassee to a decorative platter or bowl and garnish with chopped scallions.