Preheat the oven to 400 degrees F (200 degrees C).

Place asparagus on a large baking sheet in one layer and season with salt. Drizzle with olive oil and toss to coat.

Bake in the preheated oven until soft, about 10 minutes.

Meanwhile, for the cheese sauce melt butter in a saucepan over medium heat. Add flour and whisk until smooth and golden, about 2 minutes. Add half and half, mustard powder, and paprika; whisk for an additional 2 minutes. Add smoked Gouda cheese and whisk until cheese is melted and sauce is thickened, about 5 minutes.

Transfer asparagus to a serving tray and spoon cheese sauce on top.