Preheat the oven to 400 degrees F. Snap off the tough ends of the asparagus. The asparagus will break in the right place. Discard the ends.
Place the asparagus spears on a large baking sheet. Drizzle with olive oil and fresh lemon juice. Toss asparagus until well coated and then arrange the asparagus spears in a single layer on the pan. Season with salt and pepper, to taste.
Roast the asparagus for 12-17 minutes or until the asparagus is tender, but still crisp. The thickness of the spears will vary a little so check the asparagus at 12 minutes to be safe. I like my asparagus crispy so I usually leave it in longer.
Remove the pan from the oven. Top the asparagus with lemon zest, chopped pistachios, and crumbled feta cheese. Serve immediately.