Snap off tough ends of asparagus; remove scales from stalks with a vegetable peeler, if desired. Sprinkle with salt and pepper.
Grill asparagus, without grill lid, over high heat (400° to 500°) 2 to 4 minutes on each side.
Stir together celery and remaining ingredients; spoon over asparagus.
*If asparagus spears are larger than 1/2 inch in diameter, cook in boiling water 1 minute; drain. Plunge into ice water to stop the cooking process; drain and pat dry. Grill as directed.