Preheat your oven to 400°F (200°C). On a prepared sheet pan lined with parchment paper or non-stick spray, place asparagus and shrimp in separate halves of the pan. Trim ends of asparagus spears to remove any tough ends.
In a large bowl, mix together olive oil, minced garlic, fresh lemon juice, lemon zest, paprika, kosher salt, and black pepper. Add the shrimp and asparagus to the bowl and toss until well-coated. For marinated shrimp, you can leave the mixture to sit and absorb flavors for a few minutes of prep time.
Spread everything into a single layer on your large sheet pan for even cooking. For best results, make sure the asparagus and shrimp aren't overcrowded. If needed, use a second half of another pan.
Cook in the preheated oven for about 10-12 minutes. Keep an eye on the shrimp as they cook; you're looking for them to be pink and cooked through while the asparagus remains tender but still crunchy.
Remove from the oven and garnish with fresh parsley, lemon slices, and a sprinkle of parmesan cheese. Serve alongside a side of brown rice or coconut rice for a complete meal.