1. Preheat grill to medium-high (350° to 400°) heat. Squeeze juice from 2 lemon halves to equal 2 Tbsp. Stir together pesto, lemon juice, and 1/4 cup walnuts. Snap off and discard tough ends of asparagus; toss asparagus with olive oil.
2. Grill sausage, without grill lid, 10 minutes or until thoroughly cooked, turning occasionally. At the same time, grill asparagus, without grill lid, 4 minutes or until tender. Brush asparagus with pesto mixture, and transfer to a serving platter. Grill remaining 4 lemon halves, cut sides down, 1 minute or until charred. Place on platter with asparagus. Slice sausage, and arrange on serving platter. Sprinkle with remaining 1/4 cup walnuts.