Break off the tough ends of your asparagus stalks. Place them on a piece of aluminum foil large enough to hold it all in a single layer AND to fold over and seal. Place the foil and contents into a rectangular casserole dish. Lay the sliced bell pepper over the asparagus. Sprinkle the asparagus and bell pepper with olive oil, lemon juice, and dill. Season with pepper. Wrap the foil around the asparagus (snugly but not tightly), and seal tightly by folding the edges together.
Bake for 10 to 15 minutes, depending on the thickness of the asparagus. Serve immediately.