Trim any tough end of the asparagus and spread in a single layer on a baking sheet. Drizzle with olive oil, salt and pepper, toss to coat well. Roast for 12 to 15 minutes, 7 to 8 minutes if the asparagus is thin. While the asparagus roasts, add the ricotta, Parmesan, lemon zest, salt, pepper and olive oil to a blender. Blend until smooth.
When the asparagus is starting to brown, remove from the oven and serve immediately topped with the sauce.