First, make the dressing: Zest one orange into a bowl, then juice both oranges and boil the juice down in a small saucepan to about 3 tablespoon.
Meanwhile, mince shallot and put in a ramekin with the vinegar poured over. Set aside for five minutes. Add the mustard to the zest. When the orange juice has reduced, strain it over the zest. Drain the shallot, discarding the vinegar and add.
Whisk all together, then slowly whisk in the oil. Taste, and season with salt and pepper. Set aside.
Bring a sauté pan full of water to the boil. Salt it, then add the asparagus and cook until tender.
Drain, immediately rinse under ice-cold water to set the colour.
Pat dry with paper towels and transfer to a serving platter. Spoon over the sauce.
Shave over Parmesan cheese. Grind over some pepper and serve.