Place top oven rack in center position and pre-heat oven to 400°F. Line a large, rimmed baking sheet with parchment paper or a Silpat® baking mat.
Add the trimmed asparagus to the baking sheet and sprinkle with the olive oil. Season with salt and black pepper, to taste, and toss until the asparagus is evenly coated. Spread the asparagus into a single layer without overcrowding.
Place the baking sheet in the pre-heated oven and roast for 12-14 minutes.
While the asparagus is roasting, add the peeled shrimp, melted butter, garlic, and chipotle powder to a large bowl. Season with salt and black pepper, to taste, and toss to combine. Set aside.
Cut one of the lemons into 8 wedges and the other into thin slices. Set aside.
Remove the asparagus from the oven and let cool slightly before adding the seasoned shrimp to the baking sheet. Carefully arrange the shrimp and asparagus into a single layer without overcrowding. Season with salt and black pepper, if desired, and squeeze two of the lemon wedges over the top.
Arrange the lemon slices on top before returning the baking sheet to the oven. Roast for another 5 minutes, or until the shrimp is opaque and the asparagus is crisp tender and golden brown.
Remove from oven and cool slightly. To serve, transfer the shrimp and asparagus to a platter and pour the juices from the baking sheet on top. Sprinkle with some fresh parsley and offer the remaining lemon wedges on the side for squeezing. Enjoy!