I also do mine on the grill but I do not use aluminum foil. Rub the asparagus with olive oil, add your favorite seasoning then place directly on the grill grate. Cook over apple wood that has been soaked for several hours in water then placed on the hot coals. This will allow the apple wood to smoke without going into flames, preventing burning of the asparagus. Roll the asparagus regularly. When the asparagus becomes slightly darker, rich green color with a few charred marks, and can be easily cut with a fork, but are not mushy, they are done.
It is not about the equipment you have to use,
It is about how you use the equipment you have. :D