Heat gas or charcoal grill.
Brush asparagus with oil; sprinkle with salt and pepper. Place on grill or in grill basket (grill “wok”). Place on grill over medium heat. Cover grill; cook 5 minutes. Turn asparagus or shake basket to turn asparagus; cook 3 to 4 minutes longer or until lightly browned and crisp-tender.
Place asparagus on serving platter.