Fines Herbes Sauce: In heatproof bowl set over saucepan of gently simmering water, whisk egg yolk, lemon juice and vinegar until slightly thickened, about 2 minutes. Remove from heat; whisk in garlic, mustard, salt and pepper. Whisking constantly, drizzle in olive oil, a few drops at a time, until thick and opaque. Whisk in chives, tarragon and chervil. (Make-ahead: Place wrap directly on surface; refrigerate for up to 1 day.)

In bowl, toss asparagus with oil and salt. Grill asparagus on greased grill over medium-high heat, with lid closed and turning occasionally, until tender-crisp, about 6 minutes. (Make-ahead: Let cool for 10 minutes. Cover and refrigerate for up to 1 day. Let come to room temperature.) Transfer to platter and drizzle sauce over top.