Preheat oven to 425. Break rough woody ends off asparagus and cut into 2-inch pieces. Remove leek stem and all but 1-inch of green. Cut remaining white section of leeks in half lengthwise, wash thoroughly. Roughly chop. Remove lemongrass stem and all but 4-inches of thicker lemongrass stalk. Roughly chop the thick stalk.
Place asparagus, leeks, lemongrass, olive oil, salt and pepper in 9x13 roasting pan. Toss. Roast in pre-heated oven for 30-35 minutes until leeks are brown but not burnt.
Puree asparagus in blender (blender is best for the texture) with coconut milk and stock. Re-heat on stovetop. Turn off heat, add lemon juice.