Lay each pheasant breast half on a flat surface and “butterfly” by slicing a sharp knife along an edge and opening up the breasts so that there is a “hinge” holding the two sides together, much like a book. Season liberally inside and out with salt and pepper. Combine mushrooms, rosemary, cheese and breadcrumbs. Lay an asparagus spear in each breast along the hinge. The bottom of the spear should lie in the breast about 1 inch from the outside edge. Place an equal portion of the mushroom mixture on each asparagus. Fold the bottom edge over the asparagus and filling and then roll from one side, much like a burrito. The top of the asparagus will be sticking out of one end of the pheasant breast. Lay each breast, seam side down, in a baking dish. Pour wine into pan and cover with lid or foil. Bake in a preheated 400 degree oven for 18 to 20 minutes or until breasts are just cooked. Serve over rice or pasta.