Adjust oven rack to uppermost position and heat broiler.
Toss asparagus with oil and salt and pepper, then lay spears in single layer on heavy rimmed baking sheet. Broil about 4 inches from heating element, shaking pan halfway through to turn spears, until asparagus is tender and lightly browned, 8 to 10 minutes.
Cool asparagus 5 minutes and arrange on serving dish.
Whisk shallot, lemon juice and zest, thyme, mustard, and olive oil in small bowl; season to taste with salt and pepper. Drizzle over asparagus and serve immediately.