1. Light the grill. In a small glass or stainless-steel bowl, combine the oil with the lemon juice, salt, pepper, and marjoram. Put the hens in a glass dish or stainless-steel pan. Pour 1/4 cup of the marinade over them and turn to coat.
2. Snap off and discard the tough ends of the asparagus spears, and then toss the trimmed asparagus spears with 2 tablespoons of the remaining marinade.
3. Cook the hens over moderate heat for 12 minutes, basting with the remaining marinade. Turn and cook, basting, until golden and just done, about 12 minutes longer. Grill the asparagus, turning once, until tender, about 12 minutes. Serve the hens with the asparagus alongside.
Variations: Instead of, or in addition to, the asparagus, grill some bell peppers, mushrooms, eggplant, zucchini, or red onions. If you run out of marinade, just toss the remaining vegetables with a little olive oil and salt before grilling and baste the hens with plain olive oil.
Wine Recommendation: Asparagus, which creates problems for most wines, is a natural with sauvignon blanc. Look for one of the many superb examples now being produced in Friuli and Collio.