Place the baking sheet in the oven and roast the asparagus for 8 minutes. Remove from the oven and spoon the honey Gorgonzola mixture over the asparagus spears, then top with the chopped walnuts.
For the relish, quarter the cucumber lengthways, then thinly slice and place in a bowl along with the onion. Season with a few generous pinches of salt. Mix well and leave to rest for 15 minutes.