Preheat oven to 400 F. Wash and remove the tough ends of the asparagus. Place in a roasting pan or on a baking sheet.
Drizzle the oil/fat and thyme over the asparagus and toss together until well coated. Add almonds. Bake for 10 minutes, then reduce the heat to 250 F for 15 more minutes. Season with sea salt and freshly ground black pepper to taste.