Preheat a grill.
Place asparagus on a plate. Drizzle oil over the asparagus and turn spears until they are coated. Sprinkle with salt and turn again.
Grill asparagus for 5 minutes over a hot grill. Each minute or so, roll each spear 1/4 turn. Asparagus should begin to brown in spots (indicating that the natural sugars are caramelizing) but should it not be allowed to char. Dripping oil may cause flare-ups. Keep a glass, or spray bottle of water handy to spritz on coals, if necessary.
Remove from grill and serve immediately (eating spears with your fingers enhances the experience).