Wash asparagus and either trim off the very end of each stalk and peel or snap off stems. Place stem end down in a microwave-safe container and add water to about two inches. Microwave on high for three to four minutes until just par-cooked. Softening but not completely done.
Remove and lay on an absorbent towel to dry. Roll asparagus across towel, gently, to speed up the drying process.
When ready to cook, place on a plate, drizzle with a little olive oil and place on a medium to medium-high grill for three or four minutes, turning or rolling as necessary.
Remove and squeeze lemon juice over the stalks, sprinkle with the cheese and use salt and pepper as desired.