Place asparagus spears in the top of a steamer over boiling water. Steam for 2 to 3 minutes for thin asparagus, 5 to 6 minutes for thick.
Meanwhile, arrange 4 lemon slices on each of 4 serving plates. Remove asparagus from steamer and season with salt and pepper. Divide spears among the plates, drizzle vinaigrette over the top, and garnish with dill.