Slice ends of asparagus then slice into 1 inch pieces. Slice shallot into large pieces (the size doesn't matter too much because you're blending it in the end but you don't want it too small or it will burn during roasting). Slice half of a lemon into fairly thin slices, discarding the tough end.
Toss the asparagus, shallot and lemon with olive oil and salt then place on a baking sheet. Roast for 20-25 minutes or until tender and just starting to brown.
Remove from oven and let cool slightly.
Add goat cheese and broth in a high powered blender. Then add in the asparagus, shallot and a couple of the lemon slices. Blend until smooth.
Rewarm in a small pot over low heat as needed.
Serve over gnocchi, chicken, white fish, or pasta. Top with remaining lemon slices.
You can store this sauce in the refrigerator for a few days and reheat on low over the stove.