Place the asparagus on a baking sheet. Add the shallots and pecans.
Cut the supremed oranges into chunks and add them to the asparagus. Drizzle the olive oil over the asparagus mixture and toss with your hands to coat. Spread the vegetables into a single layer and roast for 10 minutes. Use a spatula to flip the vegetables and return them to the oven for an additional 10 minutes.
Combine the orange zest, dijon mustard, vinegar, olive oil, salt and pepper in a small bowl. Whisk until emulsified. Set aside.
Arrange the asparagus spears on a platter. Top with orange and shallot mixture. Spoon the vinaigrette over the top of the asparagus and serve.