To trim asparagus, cut off bottom 2 inches of stocks and discard. Rub asparagus with olive oil; then sprinkle with salt, pepper, and rosemary to evenly coat asparagus spears. Heat grill pan over medium low. Using tongs, place asparagus spears perpendicular to grill ridges to achieve nice grill marks. Cook for 10-13 minutes turning twice to grill evenly. Garnish with freshly grated lemon zest. Serve immediately.
If using outdoor grill, preheat grill to medium heat. Place asparagus perpendicular to grill grates and grill 3 minutes. Using tongs, turn asparagus and grill an additional 2-3 minutes, until tender. Serve immediately.