Preheat grill and place all of the ingredients in a shallow dish to combine.
Evenly coat the asparagus with the lemon mixture.
Grill asparagus, reserving the lemon mixture, for 2 minutes on each side for thin asparagus and 3 minutes on each side for thicker asparagus.
Remove asparagus from the grill, place back into the bowl and toss to coat with reserved lemon mixture.