Heat the oven to 350°. Put the hazelnuts on a large baking sheet and toast in the oven until the skins crack and loosen and the nuts are golden brown, about 15 minutes. Wrap the hot hazelnuts in a kitchen towel and firmly rub them together to remove most of the skins. Discard the skins. Let the nuts cool and then chop them.
Raise the heat to 450°. Snap off the tough ends of the asparagus and discard them. On the baking sheet, toss the asparagus with the oil, 1/4 teaspoon of the salt, and 1/4 teaspoon pepper. Spread the asparagus out on the baking sheet and roast until just tender, 5 to 7 minutes for thin spears, 8 to 10 minutes for medium, or 10 to 12 minutes for thick spears.
Meanwhile, in a small frying pan, melt the butter over low heat. Add the toasted hazelnuts and the remaining 1/4 teaspoon salt. Cook, stirring, until the butter is golden brown, about 5 minutes. Add the lemon juice and 1/8 teaspoon pepper. Pour the sauce over the asparagus.
Pecan Variation Use pecans instead of hazelnuts. Since there are no skins on pecans, simply toast them in a medium frying pan over moderately low heat, stirring frequently, until golden brown, about 6 minutes. Or toast them in a 350° oven for about 8 minutes.
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