Preheat oven to 425°F and toss half the asparagus pieces with olive oil on a baking sheet. Roast for 12-15 minutes until lightly caramelized.
In a large pot, sauté the diced onion over medium heat with a splash of broth for 5 minutes until softened. Add garlic and cook for 1 minute more.
Add the remaining raw asparagus and vegetable broth to the pot. Bring to a boil, then reduce heat and simmer for 10 minutes until asparagus is tender.
Add the roasted asparagus to the pot, then use an immersion blender to puree until smooth. Stir in Greek yogurt, lemon zest, salt, and pepper. Serve immediately.