If you don't have a grill, you can cook the chicken, asparagus, and onion slices on a grill pan or under the broiler. You'll need to increase the cooking time slightly.
Heat grill to high. In a large, shallow bowl, whisk together 1 tablespoon oil and 2 tablespoons mustard. Add chicken, and turn to coat; set aside to marinate 30 minutes. In another bowl, toss asparagus with 1 tablespoon oil; brush onion slices with residual oil in bowl.
Grill asparagus and onion until charred in spots and fork-tender, turning as needed, 8 to 10 minutes. Set aside to cool.
Grill chicken until browned and cooked through, turning once, 10 to 15 minutes. Set aside to cool.
To serve, thinly slice chicken crosswise; halve asparagus crosswise. In a large bowl, whisk together remaining 2 tablespoons oil and tablespoon mustard. Add chicken, asparagus, and onion; toss. Season with salt and pepper. Fold in blue cheese.