We grill asparagus on foil because it's so much easier for clean up. You just ball up the foil and throw it away. You can grill the asparagus directly on the grill. Just make sure the grates are clean when you set the asparagus on the grill. And be sure to clean the grates after. If you do plan on grilling asparagus directly on the grill, set the asparagus perpendicular to the grates so that the asparagus doesn't fall through. If you think foil is wasteful, but you don't want to deal with cleaning the grates, you can grill asparagus in a grill basket. The ones that are 11x11 are perfect to hold the asparagus after you've trimmed it.