To make Lemon Dill Butter, mix together butter, dill and lemon zest. Scrape mixture onto a large piece of plastic wrap, shaping into log shape, about 4-in.(10 cm) long. Roll tightly in the plastic wrap, twisting ends to seal. Refrigerate for 30 min. until firm or pop in freezer 5 to 10 min, then slice into 1/4-in. (5 mm) "pats".
Pat steaks dry with paper towel and season with salt and pepper. Grill on preheated barbecue over medium-high heat, 5 to 6 min. per side for medium-rare. Remove steaks from grill, let rest 10 min.
Meanwhile, grill asparagus 3 to 4 min., turning frequently, until tender and grill-marked. Serve with steak topped with pat of Lemon Dill Butter.
Refrigerate remaining butter for up to 4 days. Use extra lemon dill butter on sandwiches, steamed vegetables or fish.