Flatten each roll into a 6-inch square. Cover with plastic wrap and let rest.
Boil asparagus in 1/2-inch water for 2 minutes. Drain and set aside.
Blend cream cheese, milk and mayonnaise until smooth. Stir in onions, capers, salt and pepper. Gently fold in asparagus.
Remove wrap from dough squares. Divide asparagus mixture evenly between the squares.
Moisten edges of each dough square with water. Bring edges together and twist to resemble bundles. Brush lightly with melted butter and sprinkle with bread crumbs.
Bake at 375°F 15-20 minutes or until golden brown.