Preheat your oven to 400°F (200°C) and line a small baking sheet with parchment paper.
Trim the woody ends off the asparagus spears and place them on the baking sheet.
Drizzle the asparagus with olive oil and season with sea salt, black pepper, and garlic powder, tossing to coat.
Roast the asparagus for 8 minutes until they are bright green and slightly tender.
Remove from the oven and arrange the asparagus into a circular nest shape in a small oven-safe skillet or ceramic baking dish.
Layer the smoked salmon pieces inside the center of the asparagus nest.
Carefully crack the eggs over the smoked salmon, keeping the yolks intact.
Return the dish to the oven and bake for 10 to 12 minutes, or until the whites are fully set but the yolks are still soft.
In a small bowl, stir the fresh dill into the Greek yogurt.
Top the baked eggs with a dollop of the herbed yogurt and a sprinkle of crumbled feta cheese before serving.