Heat your grill on medium heat.
Wash the asparagus and chop the ends off. Brush each stalk with some of the olive oil on both sides.
Add the asparagus to the grill and cook about 5 minutes on each side.
While the asparagus cooks, chop top vegetables for the topping.
Combine all the ingredients for the feta lemon sauce in a food processor and blend until smooth.
Once the asparagus is finished, plate and then spoon the sauce over the top. Add the fresh Mediterranean vegetables and parsley and serve.