Arrange the asparagus and shrimp in an adapted container. Lay some slices of lemon on top if desired. Leave in the oven for 10 minutes to bake.
Check if the shrimp has turned pink and opaque. If so, drizzle the melted butter on top of the shrimp and sprinkle the grated parmesan on the asparagus.
Rebake for 5 more minutes. Wait till the cheese has melted.
Transfer the shrimp and asparagus on a plate and enjoy.