Preheat oven to 450°F (230°C).
Trim the asparagus of any toughness at the end of each stalk. Toss with 1 tablespoon olive oil, the zest of one lemon, a generous sprinkling of salt, and a few turns of freshly ground black pepper. Set aside.
Juice the lemon that you took the zest from to get 2 tablespoons lemon juice. Whisk lemon juice with the remaining tablespoon of olive oil, dijon mustard, fennel, dill, and generous pinches of salt and pepper.
Coat each fish fillet in the lemon juice mixture.Arrange the asparagus and fish fillets in a single layer on a parchment lined baking sheet.
Bake for 5 minutes, then check for doneness. Continue to cook up to another 5 minutes or until the fish flakes easily with a fork and asparagus is tender-crisp.
