Preheat oven to 425 degrees. Set a cooling rack into a rimmed baking sheet.
In a wide bowl, whisk together eggs, mustard, water, thyme, ¼ teaspoon salt and ¼ teaspoon black pepper. In a separate wide bowl, crumble the Roquefort cheese. Remove about 1/3 of the cheese and set aside for the salad. Gently toss the panko with the remaining cheese. Working with one thigh at a time, dip the chicken first in the egg mixture, then into the Roquefort mixture, pressing down to help crust adhere. Transfer to a the prepared baking sheet, and repeat to crust all of the chicken.
Bake chicken in the preheated oven 30-35 minutes, until golden brown, juicy, and cooked through.
While the chicken cooks, trim the asparagus ends. Cut off the tips and reserve for another use. Using a mandoline or vegetable peeler, slice the asparagus stalks into very thin ribbons. Combine asparagus ribbons, minced shallot, olive oil, red wine vinegar, remaining ¼ teaspoon salt and ¼ teaspoon pepper in a large bowl, tossing to coat completely. Set aside for 15-20 minutes at room temperature for the flavors to marry and the vinegar to soften the asparagus slightly.
When ready to serve, add the reserved Roquefort cheese and the almonds to the asparagus salad and toss to combine. Slice chicken on the bias into halves. Arrange several pieces of chicken on each plate, then top with asparagus salad. Serve warm or at room temperature.