To make lemon dill butter ahead to serve with steaks, mix together butter, dill and lemon zest. Scrape mixture onto a large piece of plastic wrap, shaping into log shape, about 4-in.(10 cm) long. Roll tightly in the plastic wrap, twisting ends to seal. Refrigerate for 30 min. until firm or pop in freezer 5 to 10 min. To use, slice into 1/4-in. (5 mm) «pats». Refrigerate remaining butter for up to 4 days.
To cook steaks, pat dry with paper towel. Season all over with salt and pepper. Grill on BBQ, preheated to medium-high heat, for 4 to 5 min. per side for medium-rare, or cook to preferred doneness. Remove steaks from grill, rest 10 min.
Meanwhile grill asparagus 3 to 4 min., turning frequently, until tender and grill-marked. Serve with steak topped with pat of lemon dill butter.