Fill a large bowl with ice water. Bring a large pot of salted water to a boil. Add the asparagus and cook until crisp-tender, about 4 minutes. Transfer the asparagus to the ice bath and let sit for 1 minute, then drain and set aside.
Peel the oranges, cutting off the underlying white pith. Cut between the membranes to release the segments.
Whisk together the orange juice and olive oil. To serve, divide the asparagus, blue cheese and oranges among 4 salad plates. Drizzle each with about 1 tablespoon of the dressing. Sprinkle with salt to taste.