Preheat your oven to 350 degrees F. In a medium bowl whisk together the eggs, cream, salt, pepper, hot sauce and Worcestershire sauce until blended.
Heat 2 tbsp of olive oil in a 9 inch cast iron skillet over medium high heat. Once your oil is hot, add the asparagus and cook for 1 minute. Toss with salt and pepper.
Stir the green onions, 2 cups of arugula and all three cheeses into your egg mixture and carefully pour it into the skillet over the asparagus. Place your skillet on the center rack of your oven and cook until the edges are light brown and your frittata is firm throughout, about 20-25 minutes. Place your cast iron skillet on a rack to cool slightly.
Whisk together your olive oil and lemon juice until emulsified, season with salt and pepper. Toss the remaining 1 cup of arugula and your cherry tomatoes and serve along side, or on top of, your frittata.