Bring a pan of water to the boil and blanch the asparagus for about 2 minutes, before draining and running under cold water.
Heat the grill to a medium heat.
In a large (oven-proof) frying pan, gently saute the shallots in the butter or oil until soft.
Meanwhile, mix the eggs and milk in a jug and add in the zest and juice of the lemon, the dill and salmon.
When ready, pour the eggs into the frying pan, sprinkle the cheese on top, turn the heat down to medium and cook until the bottom is starting to firm up.
Transfer the pan to the grill and continue to cook for a few more minutes until the fritatta is cooked through to the middle.