To prepare, clean the asparagus and cut off the woody end pieces. Pat dry.
In a small serving bowl, combine the margarine, lemon juice and dill.
Lightly coat a grill with cooking spray and preheat for 5 minutes. Place asparagus side-by-side in the grill lengthwise and lightly sprinkle with salt and pepper. Cook for 3-4 minutes, or until tender-crisp.
Place on a warmed serving platter. To serve, place a tablespoon of the lemon butter on each serving of asparagus.