Prepare polenta according to package directions. Cover and keep warm.
Meanwhile, in a large skillet cook onion in hot oil over medium heat until tender. Add mushrooms, asparagus, and garlic; cook about 4 minutes or until nearly tender. Stir in wine and salt. Cook over medium-high heat for 1 minute.
To serve, divide polenta among four individual serving bowls. Spoon the mushroom mixture over polenta. Sprinkle with Parmesan cheese and nuts.