Heat oil in a large skillet over high heat. When oil shimmers, add asparagus, salt, and pepper. Saute, stirring frequently, until asparagus is crisp-tender, about 3 minutes.
Stir in lemon zest and cook 1 minute more.
Add lemon juice to skillet and stir a few times. Remove from heat, transfer to a serving platter, and shave Parmesan over top. Serve immediately.