According to Cook's Illustrated, thicker asparagus is preferred for roasting because they hold up better to the intense, dry heat of the oven without shriveling. I've made this recipe with both thin and thick asparagus, and I do slightly prefer the thicker asparagus, simply because there is more substance to bite into with each piece. On the other hand, thinner asparagus provide more overall surface area for the delicious dressing to cling to! So, I think whether you should choose thick or thin asparagus is a matter of personal preference, and of course, what you can find available at your local store. Either will work for this recipe, especially if you are aware not to overcook the thinner asparagus. The recipe card provides guidance on cook times for both thin and thick asparagus.