- Cover a baking sheet with aluminum foil and spray with oil to coat the surface. Mix all the ingredients in a bowl and add enough water to make a thick batter. Dip the asparagus stalks, one at a time, in the batter making sure it's evenly coated. Lay the stalks side by side, without touching, on the baking sheet. Spray once more with oil to coat the tops. Preheat the oven to 450 degrees and bake the asparagus stalks for 15-20 minutes. Remove the baking sheet and carefully lift out the asparagus stalks with a pair of tongs. Serve hot.