Preheat the oven to 400 degrees.
Rinse the asparagus and snap off the woody ends. I do this by holding each spear by the cut end and a few inches up the stalk. Bend gently and the spear will break where the woody part starts.
Arrange the asparagus in a single layer in a very shallow baking pan ( a half-sheet pan or cookie sheet with sides). Drizzle with olive oil and then toss with your fingers to coat the spears evenly. Sprinkle with a bit of coarse sea salt.
Place in the oven and bake for 5 to 8 minutes, depending on how thick the asparagus is. Check with a cake tester or fork. You want it tender-crisp. If you overbake it, it will turn mushy.
Serve immediately. Any leftovers make a great addition to an omelet or frittata.