Bring the milk to a boil in a casserole, add salt, nutmeg and the semolina. Stir with a beater so that no lumps will form. Cook for 7-8 minutes.
Remove the casserole from the heat, add cream, grated Parmigiano and, one at a time, the egg yolks. Mix all the ingredients. Pour the semolina on a marble working board or on baking paper and cover it with a humid cloth. Make a 1 cm-thick layer of semolina with a rolling pin and let it cool.
Wash the Altedo green asparaguses and boil them. Shell the shrimps and cut them in not too small pieces.
Make 4-5 cm diameter discs from the semolina with a round cutter and set them on a baking dish. Brush them with the beaten egg yolk and grill them in the oven.
In a pan brown the finely chopped shallot in butter. Drain the asparaguses, cut them and toss them in the pan together with the shrimps. Sprinkle them with wine.
Serve the grilled semolina rings in plates and seasoned with the asparagus and shrimp sauce.