Place the asparagus on top of a cutting board toss them with the olive oil and season with salt and pepper to taste.
Open the lid of the Instant Indoor Grill and place inside of the basket the Grill plate.
Select the Grill function, press Temp and select L5, press Time and set the time to 4 Minutes. Press Start.
Once the grill finishes preheating and displays Add Food, place the seasoned asparagus inside of the basket pressing the down.
When the unit displays Turn Food open the lid and flip the Asparagus, press down again, close the lid. Cook the asparagus until nicely browned and still crisp.
Once the cooking time has finished transfer them to a clean cutting board and cut them into bite-sized pieces, transfer to a bowl, add the lemon juice, lemon zest and feta cheese, adjust the seasoning with more salt and pepper if needed.