Using a paring knife, gently peel the white parts of the asparagus, avoiding the tender tips. Peel deeper toward the base. Wash thoroughly, drain, and set aside.
Bring a large saucepan of salted water to a boil. Divide the asparagus into small bundles by size, then plunge them into the boiling water. Cook smaller bundles for 6 minutes, removing larger ones every 2 minutes thereafter. Drain and keep warm in a tea towel-lined dish.
Peel the orange and cut the zest into fine julienne strips. In a small saucepan, confit the zest gently with sugar and water.
Squeeze the juice from the orange and half lemon.
In a heavy-bottomed saucepan over low heat or in a bain-marie, whisk the egg yolks with water until thickened, soft, and frothy. Incorporate the citrus juices, Grand Marnier, a few grinds of pepper, a light pinch of salt (taste first), and the candied orange zest.
Arrange the asparagus on four plates, drizzle the cooled sauce over the tips, and serve the remainder in a sauce boat.
As a seasoned chef, I recommend green asparagus from the Rhône delta for superior flavor—though rare and pricey. More accessible options from the Loire Valley, Charentes, or Loir-et-Cher offer tenderness and value without compromising quality.

Source: Chef Hubert's Favorite Recipes