For this method, big fat spears are better.
And while I'm thinking about it, do you know why some spears are fat and some are skinny? It's not how long the spear have been growing - thin spears stay thin and they don't get thicker if you let them grow longer.
Instead, the thickness is about how old the asparagus plants are. The older the plant is, the thicker the spears will be.
I washed the asparagus spears and peeled the bottom portion. Then I skewered them. With two skewers. Like asparagus rafts. That way, I could flip the whole bunch of them all at once. The spearing took a little time, but it wasn't a big deal. And it was better than trying to turn individual spears on the grill and risking losing a spear between the grates of the grill.
Before I grilled them, I drizzled them with a little bit of fruity olive oil and sprinkled them with a little salt. I grilled them until they were just done.