Preheat the oven to 450 degrees.
Trim bottom of asparagus spears at point where they turn pale and tough. If spears are medium to thick, peel lower two thirds of the trimmed spears with sharp vegetable peeler. Thin spears needn't be peeled. Place them in a bowl, add chopped sage, olive oil and a light sprinkle of salt and toss lightly. Spread asparagus in a single layer on a baking sheet and roast until the spears are slightly limp -- 4 to 8 minutes depending on their thickness. Remove from oven and let cool. Heat olive oil in a 1 1/2 to 2 quart saucepan to 330 degrees. Drop in half of the sage leaves and turn them in the oil with a wire skimmer or slotted spoon. Fry for only 10 to 15 seconds, do not let the leaves brown. Then remove them to paper towels to drain. Fry the remaining sage leaves and sprinkle them all lightly with salt. They should crisp when they cool. The sage can be fried up to 1 day ahead of time -- store in airtight container at room temperature. Shave the Parmigiano cheese into thin curls. For the dressing, combine lemon zest, lemon juice, chopped sage, salt, pepper in a small mixing bowl, whisk in the oil. When ready to serve, toss asparagus with the dressing in a large bowl. Arrange the dressed asparagus on a serving platter, sprinkle with Parmigiano curls and with the fried sage leaves.