Preheat oven to 400ºF.
Place the asparagus on a baking sheet, drizzle with about 1 tablespoon EVOO and season with salt and pepper. Toss to combine and roast in the oven until golden brown and tender, 12 to 15 minutes.
While the asparagus is roasting, whisk the Dijon, preserves and lemon juice together in a small bowl while slowly streaming in the remaining EVOO. Mix in the capers and season with salt and pepper.
When the asparagus is ready, transfer to a serving bowl and toss with the sweet caper vinaigrette. Serve warm or at room temperature.