Place asparagus in microwaveable casserole. Add water; cover with waxed paper. Microwave on HIGH 4 to 5 min. or until asparagus is crisp-tender.
Meanwhile, heat broth in small saucepan. Add cream cheese spread; cook until cream cheese is melted and sauce is slightly thickened, stirring constantly. Stir in zest.
Drain asparagus; top with sauce.