Preheat oven to 425°F.
Remove woody ends of asparagus by bending each stalk until the end snaps off.
Arrange asparagus on a baking sheet, drizzle olive oil (1-2 tablespoons), season with salt, pepper, and a pinch of red pepper flakes.
Roast for 10 to 15 minutes.
Meanwhile, toss the shrimp with 1 tablespoon of olive oil, lemon zest, salt, pepper, and red pepper flakes. Allow to marinate while asparagus is roasting.
After asparagus is cooked but not quite done (10-15 minutes usually), carefully add the shrimp to the pan, arranging around the asparagus.
Roast for about 5 more minutes, until shrimp are pink and cooked through.
Remove from oven and top with freshly grated Parmesan cheese.