Preheat your oven to high broil.
Trim the asparagus to get rid of any woody, tough ends. That usually means cutting about one inch from the bottom of the shoots. Lay the asparagus on a baking sheet and drizzle them with the oil, hot sauce, salt and lemon pepper. Roll them around gently until they are evenly coated.
Pop the asparagus into the oven on the highest shelf under the broiler. Broil for around 8-10 minutes or just until the edges begin to crisp and darken.
Let the asparagus cool slightly before cutting them into 1/2 inch long segments. Arrange the cut asparagus on a plate and crumble the feta over the top. Serve the dish right away or at room temperature.