1. Preheat grill to medium-high heat (350° to 400°).
2. Snap off and discard tough ends of asparagus. Cook asparagus in boiling salted water 2 to 3 minutes or until crisp-tender; drain. Plunge asparagus into ice water to stop the cooking process; drain.
3. Brush asparagus with olive oil, and sprinkle with kosher salt and pepper. Grill 2 minutes on each side; let cool. Top with Citrus-and-Caper Aïoli.