Preheat oven to 450 degrees F. Remove 2 tsp. zest and squeeze juice from one of the lemons. For dressing, in a small bowl whisk together lemon zest and juice, oil, pepper, and salt. Cut remaining lemon into wedges.
Rinse fish; pat dry. In a 15x10-inch baking pan arrange fish and asparagus. Brush with 2 to 3 Tbsp. of the dressing. Roast 6 to 8 minutes or just until fish flakes and asparagus is crisp-tender.
Drizzle salad greens with remaining dressing; toss to coat. If desired, sprinkle fish and asparagus with cheese. Serve with salad greens and lemon wedges.