Preheat oven to 425 degrees F. Snap off and discard woody bases from asparagus. If desired, scrape off scales. In a small bowl combine the next three ingredients (through lemon juice). Transfer half of the mixture to a small bowl; cover and chill until ready to serve.
Place bread crumbs in a shallow dish. Spread asparagus with remaining mayonnaise mixture, then roll in bread crumbs to coat. Place in a 15x10-inch baking pan. Drizzle with oil.
Roast 12 minutes or until asparagus is crisp-tender and crumbs are golden. Serve with reserved mayonnaise mixture.