Using a mandoline set over a large bowl (or a sturdy vegetable peeler), shave the asparagus lengthwise. Shave the Pecorino Romano cheese into the bowl.
In a blender, combine the orange juice, chives, vinegar and orange zest and process until smooth. With the machine on, add the hazelnut and grapeseed oils in a thin stream and process until emulsified; season with salt and pepper. Add the dressing to the asparagus and let stand for about 5 minutes, until the asparagus is slightly wilted.
Using a sharp knife, peel the orange, removing all of the bitter white pith. Working over a small bowl, cut in between the membranes to release the sections. Add the orange sections to the asparagus. Mound the salad on a large platter, garnish with the hazelnuts and serve.
A light, fruity, nonvintage sparkling wine will highlight the salty cheese and blend with the citrusy dressing in this salad. Look for one from Italy or Washington State.
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