1. Preheat grill to medium (300°F to 350°F). Cut 4 (12x18-inch) sheets of heavy-duty foil. Place 1 fillet in the center of each foil sheet. Sprinkle with lemon pepper, lemon zest and capers. Place spinach evenly on fillets and top with asparagus. Place 2 ice cubes next to fillet in each packet. Bring sides of foil sheet together over fillet and vegetables; fold and crimp edges to seal, leaving room for expansion.
2. Place foil packet on grill. Grill, covered, 10 to 15 minutes or until fish flakes easily with a fork and asparagus is tender. Remove from grill. Carefully open packets and serve.
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