Preheat the oven to 400 F. Remove the tough bottom third of asparagus stems, then place the heads into a bowl of ice water for 5-10 minutes.
Meanwhile, toast pepper in a sauté pan on medium heat for 1-2 minutes. Add oil and garlic, then sautée for another 1-2 minutes. Remove from heat and set aside.
Pat asparagus dry and place onto a lined baking sheet. Pour pepper, oil and garlic mixture over asparagus and gently mix with your hands.
Bake at 400 F for 15-20 minutes. When finished, the tips of the asparagus will be slightly crispy. Let cool for 5 minutes, then sprinkle lightly with salt and a spritz of lemon juice before serving.