For this recipe, the asparagus cooks in its own sauce.
Saute butter and shallots together over medium heat, cook the shallots until they are almost done. Add in asparagus. Coat the asparagus in the butter. Cook the asparagus, so that changes color. How long to cook asparagus will depend upon the thickness of the asparagus. Add a squeeze of lemon, and stir in the lemon juice and the heavy cream. Cook for 5 minutes more. Remove asparagus from the pan. Pour the sauce over the asparagus if desired.