Wash and then trim the ends off your asparagus. If the ends are thick, you can cut the toughest end pieces off. Then peel the stems of the next inch or so. This gives you more edible parts and wastes less of the stalks.
Put in a shallow plate or dish and pour some olive oil on the stalks and then roll them around so they are evenly coated.
Sprinkle the stalks with salt and pepper. Garlic salt is nice too. Seasoned pepper is great. But plain salt and pepper is good.
If you've got one of those vegetable grill pans that keep the veggies from falling through your grate, stick it on your grill and then preheat.
Lay the asparagus on the grill pan. If you don't have one (and I didn't for many years), carefully lay the asparagus down cross-wise on the grate.
Grill 5-10 minutes depending on heat and the thickness of your asparagus. Turn gently now and then. Be extra careful if you don't have a grate pan. You will likely lose a few through the grate even so. Grill until the asparagus has blackened bits and definite dark grill marks.
Remove and serve.