We have been grilling aspargus for years, I have sprinkled red pepper and parmasan cheese but the Feta sounds good as does blu cheese. Last year we had grilled asparagus wrapped in bacon. Oh man was it good. Take 2 or 3 spears wrap with bacon and secure with wet tooth picks. Have to watch over the grill because of the flame ups but it makes a meal in itself. This year when we get back to Ohio I think I will try bacon wraped blu cheese asparagus.