Preheat oven to 400 degrees F. In a small bowl, combine the lemon juice, zest, and shallot. Incorporate the oil, blending together. Add a dash of salt and pepper to taste and set aside.
Place the asparagus in a single layer on one to two baking sheets, making sure they lay flat. Add a sprinkle of salt and pepper and a drizzle of olive oil and toss to combine. Place the lemon slices on the asparagus. Roast in the oven for 15 minutes or until the asparagus is slightly charred and soft.
Place the asparagus in a serving dish and spoon over the vinaigrette.