In a large bowl, coat entire steak in Lee Kum Kee Oyster Stir-Fry Sauce, refrigerate and allow to marinate for at least 30 minutes or overnight.
Preheat the oven to 200°C. In a baking dish, arrange asparagus in one or two layers (depending on the size of the dish). In separate bowl mix Lee Kum Kee Oyster Stir-Fry Sauce together with cream. Mix well and pour over asparagus. Cover with both cheeses, in any order, drizzle with Lee Kum Kee Chiu Chow Chilli Oil and bake until the cheese is golden brown (approximately 20 minutes).
Grill steak on a high heat heavy based grilling pan, turning once until it reaches desired doneness. Rest for half the time you cooked it, slice and serve with cheesy asparagus.