Meanwhile, heat coals or gas grill for direct heat. Toss asparagus, fennel, onion, 2 teaspoons oil and 1/4 teaspoon salt until vegetables are coated. Place in grill basket. Grill 5 to 6 inches from medium heat 10 to 15 minutes, stirring vegetables or shaking grill basket frequently, until vegetables are crisp-tender. Cool slightly.