- With a Microplane, grate some grapefruit and orange zest and reserve. Segment the grapefruit and the orange (do this over a bowl to preserve juice). Gently strain segments, reserving segments and juice in separate bowls.
- Add ½ teaspoon of salt, vinegar, water, and dijon mustard to the bowl with the grapefruit juice. Whisk to combine. Add olive oil, whisking to emulsify.
- Pour canola oil into a shallow roasting pan and add asparagus. Season with remaining salt and some black pepper. Transfer to a gas or charcoal grill over a hot fire and cook uncovered (in batches if necessary), turning as asparagus blackens, about 6 minutes total. (Note: If your grill grate might allow the asparagus to fall into the grill, use a perforated grill pan.) Cook, partly covered, until asparagus is blackened on one side, 3 to 4 minutes. When all the asparagus is nicely charred, transfer to a serving platter.
- Scatter reserved grapefruit evenly over asparagus. If the dressing has broken, whisk to re-emulsify, and pour it over the asparagus. Garnish platter with reserved zest and serve.