Rinse and drain asparagus, then snap off the tough bottom ends. Blot dry with paper towels.
Place the asparagus spears in a 9×13-inch baking dish. Drizzle the olive oil over the spears, then sprinkle the salt, pepper, minced garlic and lemon zest over the asparagus. Using your hands, toss lightly to evenly coat, then spread the asparagus in a single layer in the dish.
Bake for 10 minutes (a few minutes less if your asparagus is skinny, a few minutes more if your asparagus is fat) until the asparagus is just tender (it will continue to cook as it cools). Sprinkle the feta over the asparagus and allow to slightly melt in the baking dish for a few minutes.
Remove to a serving platter and serve immediately or at room temperature. Additional lemon zest can be added for garnish if you’d like.
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