Preheat oven to 425 degrees F. Line baking sheet with aluminum foil.
On baking sheet, drizzle oil over trimmed asparagus. Season with salt and pepper, to taste. Toss together to evenly distribute oil and seasoning. Roast in oven for 8 to 10 minutes depending on the size of the asparagus. While asparagus is roasting, prepare mayonnaise.
Process 2 tablespoons of cashews in a blender until finely ground. In a small bowl, stir to combine ground cashews, mayonnaise, curry powder, lemon juice, and salt. Set aside.
To serve, divide asparagus among 4 plates and top with a dollop of mayonnaise mixture. Garnish with a few chopped cashews.