1. Cut asparagus into 6-inch-long spears (reserve ends for use in soup another day). In nonstick 12-inch skillet, heat 1/2 inch water to boiling over high heat. Add asparagus and 1/2 teaspoon salt; heat to boiling. Reduce heat to medium-low and cook, uncovered, until asparagus is tender, 4 to 8 minutes; drain and wipe skillet dry.
2. In same skillet, melt 1 tablespoon margarine or butter over medium-high heat. Add mushrooms and 1/2 teaspoon salt; cook until mushrooms are browned and liquid evaporates. Add lemon juice; cook 30 seconds. Remove mushrooms to plate to cool slightly.
3. Preheat oven to 375 degrees F. Lightly grease large cookie sheet. Melt remaining 6 tablespoons margarine or butter. In small bowl, mix chopped walnuts and bread crumbs.
4. On work surface, place 1 phyllo sheet (about 17" by 12") with a short side facing you; brush lightly with some melted margarine or butter. Sprinkle with one-sixth of walnut mixture. Top with another phyllo sheet; lightly brush with some margarine or butter, being careful not to tear phyllo. Arrange one-sixth of cheese in a strip on phyllo 2 inches from edge facing you and leaving a 1 1/2-inch border on both sides. Arrange one-sixth of asparagus spears on cheese; top with one-sixth of mushrooms. Roll phyllo jelly-roll fashion to enclose filling, then fold left and right sides in toward center and continue rolling phyllo jelly-roll fashion to end. Place packet, seam-side down, on cookie sheet. Brush packet lightly with some margarine or butter. Repeat to make 5 more packets.
5. Bake packets about 25 minutes until slightly puffed and golden brown. Serve immediately.