Heat oil in a large saucepan over medium-high heat. Add onion; sauté 2 minutes. Add lemon rind; sauté 2 minutes. Add rice; sauté 3 minutes.
Stir in broth, and bring to a boil. Cover, reduce heat, and simmer 10 minutes. Stir in asparagus, spinach, and nutmeg; cook, uncovered, 2 minutes or until asparagus is crisp-tender. Top each serving with cheese. Serve immediately.