Trim off about 1 ½ to 2 inches of the ends of the asparagus. The ends can be saved for making a vegetable stock.
Drizzle the asparagus with oil before placing into the basket of your air fryer. Season with salt to taste.
Add the asparagus in a single layer. If you can't fit it all work in batches. I have a dual basket air fryer, so I just hit match cook and use both baskets at once.
Remove the asparagus with a pair of tongs to a plate or bowl. Add the final seasonings - the lemon zest and the freshly grated nutmeg to taste.