Grilled asparagus with prosciutto and orange mayonnaise

For the mayonnaise:
1/3 cup mayonnaise
1 tablespoon fresh orange juice
1 teaspoon fresh lemon juice
1/2 teaspoon finely grated orange zest
Pinch cayenne
1 pound large asparagus, tough ends removed
1-1/2 tablespoons extra-virgin olive oil
1/4 teaspoon kosher salt
1/8 teaspoon freshly ground black pepper
1/4 pound thinly sliced prosciutto

1. To make the mayonnaise: In a small bowl whisk together the mayonnaise ingredients.
2. Place the asparagus on a plate or platter. Drizzle the olive oil over the spears and turn to coat evenly. Season with the salt and pepper.
3. Grill the asparagus over Direct Medium heat until browned and tender, 6 to 8 minutes, turning once halfway through grilling time. Remove from the grill and keep warm.
4. Grill the prosciutto slices over Direct Medium heat just until crisp, 2 to 3 minutes, turning once halfway through grilling time. Remove from the grill and cut each slice into pieces about 2 inches across.
5. Arrange the prosciutto and asparagus on four plates and spoon the mayonnaise over the top. Serve immediately.