Peel the tough ends of the asparagus and trim off the very base. If you have quite thick asparagus spears, cut them in half down their length. Place in a roasting dish, drizzle with the oil and toss to coat.
Mix the black bean sauce, miso/doenjang, chilli sauce, rice vinegar, tomato ketchup and mushroom ketchup in a small bowl until smooth.
Heat a grill pan on the highest heat on the stove (or you can use a barbecue). Place the asparagus spears into the pan and grill, until blackened on one side. Flip and grill the other side.
Once that side is blackened, brush the asparagus spears with some of the glaze and turn so you can coat the other side too. Grill for 1 minutes then remove from the pan.
Repeat with any remaining asparagus.
Warm the bao:
Place the bao into a steamer. Fill a wide saucepan with a ~1 inch depth of water and bring to the boil over a medium heat. Turn the heat down to low then place the steamer into the pan.
Steam for 5-6 minutes if they were frozen, or 2-3 minutes if they're fresh.
Assemble:
Fill the warm bao with the asparagus, some kimchi and carrot ribbons. Eat immediately.
Notes
I love the vegan kimchi made by The Cultured Collective in the UK
Black bean sauce is also known as black bean garlic sauce. You can get it from supermarkets in the 'world food' aisle or from Chinese grocers.
If you're not veggie/vegan you can use Oyster sauce instead of the black bean sauce and standard Worcestershire sauce instead of the mushroom ketchup.
Mushroom ketchup is a common veggie alternative to Worcestershire sauce, found in most large supermarkets.
If you don't have a grill pan/BBQ, a cast iron pan will also work. You can also just roast the asparagus on a baking tray in the oven at 180C (350F) for 10 minutes with the oil, then brush with the glaze and roast for 5 minutes more.