PreparationFor the vinaigrette: Whisk shallot, vinegar, lemon zest, lemon juice, orange juice, and honey in a medium bowl until combined. Add oil in a steady stream, whisking constantly, until combined. Season with salt and pepper; set aside. For the salad: Bring a large pot of salted water to a boil; prepare a large bowl of ice water and a rimmed baking sheet lined with paper towels. Add asparagus to the boiling water and cook until crisp tender, 1-2 minutes. Remove with a slotted spoon or spider and immediately plunge into the ice water until chilled, then use slotted spoon to transfer asparagus to baking sheet to drain. In a large bowl, combine romaine, cucumber, avocado, basil, dill, and blanched asparagus. Drizzle with desired amount of dressing, season with salt and pepper, and toss gently to combine. Serve salad with remaining dressing on the side. DO AHEAD:Asparagus can be blanched up to 2 days in advance; store in a sealed container and refrigerate until ready to use.