Heat a grill to medium high heat. Toss the asparagus with salt, pepper, and olive oil. Grill until tender, about 3 to 5 minutes, depending on the thickness of the stems.
In a large jar or blender cup, combine the egg yolks, lemon juice, and a pinch of salt. Add your stick blender, we’re using our blazing fast Ninja Foodi Power Mixer, and pulse to combine. With the blender running gradually add the melted butter and blend until smooth. Add the blood orange juice and give a few more swift pulses. Taste the sauce and season with more salt and a few dashes of hot sauce as desired.
Serve over the asparagus with lots of orange zest.