Preheat oven to 400 degrees F.
Put egg in a small pot and cover with water by 1 inch. Bring to a rolling boil. Turn off the heat and set a timer for 11 minutes. When the timer dings, transfer the egg to a small bowl of ice water.
While the egg cooks and chills, prep the asparagus. Snap the woody ends off the bottom of the asparagus spears and discard. Lay asparagus on a baking sheet. Zest the lemon over the asparagus. Cut the lemon in half and squeeze its juice and drizzle the olive oil over the asparagus. Toss to coat. Season with several cracks of black pepper and a few pinches of salt.
Roast the asparagus for 5 minutes. Scatter the capers over the asparagus and continue to roast until the asparagus is just tender with a little firmness to the bite (another 3 to 5 minutes). The time will vary depending on the thickness of the spears. Cutting a small piece off the bottom of a stalk is one sure way to test for doneness, keeping in mind it will continue to cook a little after it's out of the oven.
Transfer the asparagus and capers to a serving plate. Finish with pinch of fleur-de-sel or other salt to taste. Peel the egg and use the large holes of a box grater to grate it over the center of the center of the spears. Serve warm.