1. Either cut of about 1/3 of the woody end of the asparagus, or break each one individually. If you break them, they will automatically snap where the woody section ends. Place these in a bowl, coat with vegetable oil, then dust with the salt and pepper. This can be done well in advance of when you want to cook them
2. Place on a hot grill, and toss until they're cooked through, about 10 minutes, depending on the heat of your grill, Serve immediately. with Bacon Hollandaise.