Rinse asparagus; snap off tough stem ends. Bring a 4- to 6-quart pot of salted water to a boil over high heat. Add asparagus and cook until crisp-tender, 3 to 4 minutes; rinse under cold water until cool.
Wrap a strip of prosciutto around each spear 3 to 4 inches from top. Tie green onion strips around prosciutto and tuck a strip of lemon zest underneath the green onion. Arrange spears on a platter.
In a bowl, mix together olive oil, balsamic vinegar, grated zests, and salt and pepper to taste. Serve with asparagus as a dipping sauce.
Note: Nutritional analysis is per serving.