Preheat oven to 400 degrees F (200 degrees C). Line a rimmed 9×12-inch baking pan with parchment paper and grease with cooking spray.
Place asparagus on the prepared baking pan and drizzle with 1 tablespoon olive oil. Sprinkle with garlic, 1 teaspoon salt, and 1/2 teaspoon pepper; toss until well coated. Arrange asparagus in a single layer.
Bake in the preheated oven until slightly tender, about 6 minutes.
Remove from oven and place shrimp on one side of the pan. Drizzle with remaining 1 tablespoon olive oil, 1 teaspoon salt, 1/2 teaspoon pepper, and smoked paprika; toss until well coated. Place shrimp in a single layer next to the asparagus. Top asparagus and shrimp with cubed butter.
Roast in the preheated oven until shrimp is opaque, about 6 minutes.
Remove pan from oven and drizzle with lemon juice.
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