Thaw fish, if frozen. Preheat oven to 450 degrees F. Finely shred 2 teaspoons peel from one lemon. Squeeze juice from lemon. For dressing, in a small bowl whisk together the lemon peel and juice, olive oil, pepper, and salt; set aside. Cut the remaining lemon into wedges; set aside.
Snap off and discard woody bases from asparagus. Place asparagus in a single layer in a shallow baking pan. Drizzle with 2 tablespoons dressing. Bake, uncovered, for 8 minutes.
Meanwhile, rinse fish; pat dry with paper towels. In a large skillet heat 1 tablespoon dressing over medium heat. Add tuna; cook for 8 to 12 minutes or until browned and center is slightly pink.
Divide greens among serving plates; top with tuna and asparagus. Drizzle remaining dressing over all. Top with Parmesan cheese. Serve with lemon wedges.