Preheat the oven to 400℉. Line a large, rimmed baking sheet with parchment paper (or use a nonstick baking sheet).
Zest one orange and one lemon and place the zest in a small bowl. Juice the zested orange and lemon and add the juice to the zest. Whisk in the oil, garlic and tarragon or thyme. Slice the remaining orange and lemon.
Place the trimmed asparagus on the baking sheet. Top with orange and lemon slices. Drizzle with the juice mixture. Sprinkle with salt and pepper.
Bake 12 to 15 minutes, until asparagus is tender. Remove asparagus to a serving platter and drizzle some of the pan juices on top.
Notes
Choosing asparagus: Look for crisp spears with tightly closed tips. To trim asparagus, hold one in two hands and bend it. Keep bending until the asparagus "snaps." It will snap where the woody, non-tender part is. Discard that part and keep the top of the asparagus.