In a medium bowl combine shrimp with salt, pepper, 1 tablespoon olive oil, lemon juice, zest, and garlic.
Trim off the tough bottoms of the asparagus, and then cut into 2-inch spears.
Heat a large 12-inch skillet over medium heat, add 1 tablespoon of olive oil.
Once the oil is hot, add the shallots, stir and cook until tender and fragrant, 1 minute.
Add the shrimp in one layer to the pan. Cook for 2 minutes, not moving the shrimp.
Flip shrimp over and cook until just cooked through 1 minute. Transfer to a clean plate.
Add 1 tablespoon of olive oil to the pan. Once hot add the asparagus spears and saute until crisp-tender, 3 to 4 minutes.
Add the tomatoes and saute for 1 minute.
Add the shrimp back to the pan, cook until warmed through, 1 minute.
Season shrimp and asparagus skillet with salt and pepper.
Serve immediately with lemon wedges.