Preheat the oven to 400°F. Toss asparagus and jalapeño with a few tablespoons of canola oil and season with salt and pepper. Roast (at separate ends of a baking sheet) the asparagus until it is slightly charred and crisp tender (depending on size, 6-10 minutes) and the jalapeños until charred and soft (about 15 minutes).
Remove asparagus to a platter and put the jalapenos in a small bowl, cover and let sit for 15 minutes. After 15 minutes, remove the skin and seeds from the jalapeños and cut into small dice.