With vegetable peeler, peel about 1-1/2 inches off stem end of each asparagus stalk.
Steam asparagus until stem end can be pierced with tip of knife and still offer some resistance, about 4 minutes. Using tongs, transfer asparagus to shallow dish with ice and small amount of water. Place in refrigerator to chill.
Meanwhile, in a small bowl, whisk together lemon rind, lemon juice, shallot, sugar, salt and pepper. While whisking, add oil in a thin stream, and continue to whisk until dressing is thick and smooth.
To serve, spread romaine leaves on large platter. Pat chilled asparagus dry with paper towels; arrange on romaine. Drizzle with dressing. Serve the salad immediately.
