Heat a grill, or grill pan, over medium high heat. Or heat the oven to broil.
In a small bowl, mix 1 Tablespoon of the olive oil and mix it with the lemon zest and juice. Set aside.
3 Tablespoons Extra Virgin Olive Oil, 1 Lemon, 1 Tablespoon Lemon Juice
In a dish, toss the trimmed asparagus (see related link at bottom of post for help trimming) with remaining olive oil and the salt and pepper. Stir to combine and place on the grill or in a small cookie sheet in an oven turned to broil.
3 Tablespoons Extra Virgin Olive Oil, 2 Pounds Asparagus, 1/4 teaspoon Salt, 1 Pinch Black Pepper
Grill turning occasionally until grill marks appear, about 2-4 minutes.
Remove and toss with dressing lemon and olive oil mixture and feta with another sprinkle of salt and pepper to taste. Serve!!