Place the first 6 ingredients in a small bowl and whisk to combine. Cover and store in the fridge until needed. Preheat an indoor or outdoor grill to medium-high. Brush the asparagus spears with the vegetable oil. Grill 1 to 2 minutes per side, until nicely grilled, but not overly dark. Arrange the asparagus on a serving plate. Serve the curried yogurt sauce alongside.
Note: To blanch the asparagus spears, plunge into boiling water and cook two minutes. Drain well and then cool in ice-cold water. Drain well and pat dry.