Snap off tough ends of asparagus. Remove scales from stalks with a knife or vegetable peeler, if desired. Place asparagus in an 8-inch square baking dish coated with cooking spray.
Combine lemon juice and margarine; brush over asparagus. Sprinkle nuts, salt, and pepper over asparagus. Bake, uncovered, at 350° for 20 minutes or until asparagus is tender.