To prepare gremolata, combine first 5 ingredients; set aside.
To prepare shrimp, heat a large nonstick skillet over medium-high heat. Add 2 teaspoons oil to pan, swirling to coat; heat 20 seconds. Add asparagus to pan; sauté 3 minutes, stirring frequently. Remove asparagus from pan; keep warm.
Add remaining 2 teaspoons oil to pan, swirling to coat; heat 20 seconds. Add shrimp to pan; sauté 3 minutes or until done, stirring occasionally. Add asparagus, 1/8 teaspoon salt, and 1/8 teaspoon pepper to pan; sauté 1 minute or until thoroughly heated. Sprinkle evenly with gremolata.