In a small bowl, beat cream until soft peaks form. Fold in the sour cream, horseradish, lemon zest, salt and pepper.
Spread about 2 teaspoons mixture over each tortilla; top each with a slice of beef. Spread with remaining cream mixture. Place an asparagus spear at one end of a tortilla; roll up tightly. Wrap in plastic. Repeat. Refrigerate roll-ups for at least 2 hours; cut into 1/2-in. slices.