Place potatoes and 1/4 cup water in shallow microwavable dish (or boil them on stovetop). Cover and microwave on high (100%) 8 minutes or until potatoes are crisp-tender, turning once. Drain.
Combine mustard, dill, oil, lemon juice, lemon zest and pepper in small bowl. Brush mixture on potatoes and asparagus. Place vegetables in grilling basket. Grill over medium-high heat 8 minutes or until potatoes and asparagus are fork-tender, turning once and basting often with mustard mixture.