Bring a large pot of salted water to a boil. Remove the thick woody part at the end of the asparagus with a knife and discard (about 1 inch/3cm off the bottom). With a small knife begin to remove the tiny leaves on the stalks or peel with a speed peeler.
Make the citrus mayo by zesting an orange and one lemon into a small bowl with the mayonnaise. Add a squeeze of lemon and a squeeze of orange juice. Season with salt and pepper.
When the salted water is boiling, add the asparagus and cook until al dente, about 1-3 minutes or until the stalks are tender but still have a little bite to them . Remove from the water and dry off on a plate with paper towel.
Immediately after drying the asparagus get a large sauté pan hot and add the butter. Toss the asparagus in the foamy butter and season with sea salt and fresh black pepper. Add a squeeze of fresh lemon and orange juice.
Serve on a big plate with the citrus mayonnaise just off to the side.
Alternatively, you can peel the stalks of the asparagus with a speed peeler.