Preheat your Yoder Smokers YS640 to 400°F. Line a baking sheet with parchment paper or non-stick foil. For thicker asparagus, first blanch in a large pan of salted water for one minute, remove and refresh in ice water. For thinner asparagus, blanching is unnecessary. Divide the asparagus in half and lay on parchment on baking sheet with the cut ends touching in the middle. Set aside.
In a medium sauce pan, melt the butter over medium heat. Add the flour and whisk, stirring constantly for 1-2 minutes until lightly golden. Gradually whisk in the milk to form a smooth sauce. Stir and simmer for 2-3 minutes until thickened.
Remove from the heat and beat in the egg yolk, mustard and Worcestershire sauce. Taste and season with salt and pepper, as needed. Pour sauce over the middle of the asparagus. Top with the grated cheddar cheese. Sprinkle Cattleman's Grill Tri-tip Seasoning over everything. Bake at 400°F for about 30 minutes, until the sauce is bubbly and golden. Serve immediately.