Preheat oven to 450°F. Coat a large baking sheet with non-stick cooking spray.
In a large bowl, whisk mayonnaise, Dijon mustard, lemon juice and salt.
On a large plate, combine panko and Parmesan.
Stalk by stalk, dip asparagus in mayonnaise mixture, followed by the panko mixture. Place crusted asparagus on the prepared baking sheet and sprinkle the stalks with olive oil.
At this point you can place the tray in the refrigerator for a few hours before baking. To cook, bake 14-16 minutes, turning the asparagus halfway through cooking. Sprinkle with coarse salt before serving.