Preheat oven to 400 degrees F. From one orange and one lemon, cut 1/8 x 2-inch strips, avoiding the bitter white pith; set aside. From same orange and lemon squeeze a total of 2 tablespoons juice; set aside.
Thinly slice remaining orange and lemon; drizzle slices with 1 tablespoon olive oil. Place on baking sheet lined with parchment paper; set aside.
Wash asparagus; break off woody bases. Place spears in 15 x 10 x 1-inch baking pan. Sprinkle with garlic, tarragon, and citrus strips. Drizzle 2 tablespoons olive oil; toss to coat spears. Spread in single layer. Season with salt and pepper.
Roast asparagus and citrus slices 12 to 15 minutes, turning once or twice with tongs, until asparagus is tender and citrus begins to brown. Transfer to serving platter.
Meanwhile, for vinaigrette, in small dish whisk together reserved juices and remaining 2 tablespoons oil; season with salt and pepper. Drizzle over roasted asparagus, citrus, and garlic. Sprinkle with roasted citrus slices. Serve warm. Makes 8 servings.