Wrap a strip of bacon around each piece of asparagus. Skewer these rolled pieces (about 4 per skewer) so they cover about 4 inches of skewer.
Preheat a grill to medium-hot. Grill for about 6 minutes, turning the skewers about every 2 minutes as they brown. Don’t hesitate to shift skewers as you grill, especially if you notice some skewers browning too fast over a hot spot; trade them with skewers grilling over a less hot part. The bacon will crisp up and sizzle when the skewers are ready. Squeeze lemon juice on the skewers, and serve immediately.