For best results, ensure the asparagus spears are dry before coating them. This will help the coatings adhere better. Feel free to adjust the amount of Cajun seasoning in the dipping sauce to suit your spice preference. These asparagus spears are best served immediately while they are still crispy. If you need to keep them warm, place them in a low oven (around 200 degrees F) for a short period. Try adding a pinch of garlic powder to the Parmesan cheese mixture for an extra layer of flavor.