Light a grill. In a shallow dish, whisk the mayonnaise with the mustard, oil, lemon juice, lemon zest, garlic, salt and pepper. Add the asparagus and turn to coat. Let stand at room temperature for 30 minutes.
Grill the asparagus over moderately high heat, turning occasionally, until the spears are tender and lightly blistered in spots, about 6 minutes. Serve the asparagus hot or at room temperature.
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