Saute the asparagus and mushrooms together in a pan. This asparagus shrimp scampi recipe will absolutely blow your mind because it's made with tons of veggies, fresh shrimp, and a delicious olive oil think asparagus, cherry tomatoes, onion, and peas! With few ingredients, but a distinctly delicious taste, this straightforward and uncomplicated recipe is perfect for those times when the world seems just a little too busy. Using a slotted spoon, transfer the shrimp.