Preheat the grill to high heat, or build a campfire!
Rinse the asparagus spears under cold, running water. Snap off the tough, woody bottom ends.
Tear off a couple sheets of aluminum foil, each twice as long as your trimmed asparagus plus about 5" (13 cm).
Lay half of the asparagus lenghwise on each of the two sheets of foil. Drizzle with oil and sprinkle with salt. Using your fingers, toss to coat.
Bring up the ends of the foil to meet in the middle over the asparagues spears, and fold them together to seal moisture in. Then fold over the long edges a couple of times to seal them.
Place the foil-wrapped asparagus bundles and the lemon over the heat. Cook for 5 to 15 minutes, depending on how close they are to the heat source. Flip them over halfway through. Remove the lemon after 10 minutes. The asparagus is done when the spears are tender-crisp, not mushy. When you think they might be done, open the foil just enough to carefully pierce one of the spears with a sharp knife to test it.
When the asparagus is done, slice open the lemon and squeeze lemon juice over the spears to serve.
Grilling time can vary depending on how high the heat is, how close the asparagus is to the source of heat, and how thick the spears are.
The asparagus is done when it's tender-crisp but not mushy. It will turn a deeper green in colour.