Pour about 1 inch of water into a large frying pan and bring it to a boil over high heat. Meanwhile, cut off the tough bottom ends from the asparagus.
Generously salt the water. Add the asparagus, return the water to a boil and cook until the asparagus is just tender, about 3 minutes.
Drain the asparagus and rinse under cold running water. Drain well and pat dry. In a small bowl, combine the mayonnaise, soy sauce, sesame oil and grated orange zest. Blend well.
Spoon the dipping sauce into a small bowl. Place the bowl in the middle of a round platter and fan the asparagus spears on the platter around it.
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