Wash asparagus and cut off a little of the bottom end to discard. Pat dry.
In a plastic container that has a tight lid to it (or a clean, dry plastic water bottle with cap), combine the olive oil, salt, garlic and pepper. Cover and shake until combined.
Before olive oil mixture settles, quickly pour over the asparagus. Turn asparagus to make sure it is all coated in the oil. You may not have to use all the olive oil; don't drown the asparagus in it. Just enough to coat. Too much soaking and the dripping asparagus oil will cause flames on your gas grill to shoot up and burn the asparagus.
(If you don't use the olive oil, save it to the side and use it as part of a dressing for a salad, or topping for making garlic bread...)
Wait about 5 minutes, then take asparagus out of the olive oil and onto a paper towel-lined plate to soak up excess. Using tongs, arrange asparagus on grill across grates (so it doesn't fall through).
Close grill and let asparagus cook for 5 minutes, turning them once about halfway through.