If you like, scrape scales from asparagus spears. Trim off tough ends. Cook asparagus, covered, in boiling salted water for 5 to 7 minutes or until the asparagus is bright-green and crisp-tender. Immediately drain the asparagus and place in ice water. Drain asparagus; dry on paper towels.
Meanwhile, unfold phyllo dough. Place one sheet of phyllo on a work surface. Brush with some of the melted butter. Repeat 3 more times. (Cover remaining phyllo with a damp cloth to prevent drying.)
Place 2 asparagus spears along one short end of phyllo about 4 inches from the short end of the dough, placing tip to stalk at the center. Sprinkle lightly with salt and pepper. Sprinkle about 1 tablespoon each of the walnuts and Gruyere cheese over the asparagus.
Fold the phyllo dough over the stalks and repeat arranging asparagus, walnuts, and cheese, then folding until there are 8 stalks of asparagus total. Press edges to seal. If necessary, cut off any excess phyllo at ends of roll. (Roll should measure about 11-1/2x3-1/2 inches). Brush strudel with melted butter. Repeat for one more strudel. Place strudels, seam sides down, on a large baking sheet. Cut each strudel with a sharp knife into 6 pieces.
Bake strudels in a 400 degree F oven for 15 to 20 minutes or until golden brown. If you like, garnish with crisp-cooked asparagus spears and champagne grapes. Makes 6 appetizer servings.