Preheat the oven to 400°
Trim the asparagus and drizzle with olive oil and lemon zest. Season with salt and pepper to taste.
Place asparagus on a sheet tray and bake in the oven for 10-13 minutes, or until tender.
Meanwhile, heat a cast iron skillet to medium high heat. Slice the lemons to about ¼ in and char them in the skillet, about 2-3 minutes per side.
Remove asparagus from oven, and drizzle caesar dressing over the top and top with half of the parmesan. Place back in the oven for 1-2 minutes to heat through.
Remove from oven and top with charred lemons and remaining parmesan. Serve immediately.