Heat the oil and shallot in a large skillet over medium heat. When things start to sizzle, add the garlic. Cook for 5 minutes or so, until the shallot gets dark golden brown and starts to caramelize.
Turn the heat up to medium high, and add the asparagus, let it cook a little, and toss it in everything to coat. Turn the heat back down to medium, add the lemon juice, cover the pan, and let it cook for 3-5 minutes, or until the asparagus bends a little when you pick it up, but not so much that it's mush. (You want it cooked through and not crunchy and raw, but still with some firmness and bite.)
Put it all onto a platter and serve.
This roasted asparagus recipe is so versatile that you could even ditch the pan to make them in the grill, barbecue, or oven!