Combine mayonnaise, yogurt, chives, orange rind, orange juice, Dijon mustard, salt, and pepper in a bowl.

Cover the citrus sauce and chill for at least 1 hour.

Snap off and discard the tough ends of the asparagus.

Remove the scales from the asparagus with a vegetable peeler, if desired.

Fill an asparagus steamer with 2 inches of water and bring to a boil over medium-high heat.

Place the asparagus, cut ends down, in the steamer basket.

Place the basket in the steamer, cover, and steam for 6-7 minutes, or until the asparagus spears are tender.

Plunge the asparagus into ice water to stop the cooking process.

Drain the asparagus.

Arrange the asparagus spears on a serving platter.

Garnish the citrus sauce with chopped fresh chives, if desired.

Serve the asparagus with the citrus sauce.