Prepare grill: Heat the charcoal grill until nice and hot.
Grill asparagus: Place asparagus directly on the coals and cook quickly, turning them constantly, about every 15-20 seconds, for 3 to 4 minutes or until they give a little when squeezed.
Re-oil and season: Once cooked, put them back on the tray used for oiling them initially to re-oil and season. This utilizes the remaining olive oil and seasoning on the tray.
Serve with lemon: Serve the grilled asparagus with a bit of lemon squeezed over the top for an enhanced flavor.