Grilled Asparagus 1 bunch - thin Asparagus Olive Oil Kosher Salt Fresh Cracked Black Pepper 1 Lemon Toss the Asparagus in olive oil and sprinkle with Kosher Salt and Black Pepper. Grill on a low fire - turning frequently - until the Asparagus is soft. Remove from the grill and re-apply salt and pepper. A few splashes of lemon juice and you're ready to eat.