Place an oven rack four inches from the broiler. Preheat the broiler, setting it to low if your broiler has such a setting. If your broiler only has one setting, you may want to increase the distance of the rack to six inches.
Place a half-sheet rack in a half-sheet pan. Brush the rack lightly with oil.
Turn the asparagus, scallions, and paneer once again in the marinade to cover as much of them with it as possible.
Place the asparagus in a row across the long side of the half-sheet rack. Place the scallions and paneer in the remaining area.
Brush any remaining marinade onto the vegetables and paneer.
Move the filled rack and pan into the oven. Position in the center of the oven and broil for three minutes. Rotate the filled rack and pan 180 degrees and broil for two more minutes, until the paneer begins to brown.
Remove the filled rack and pan from the oven. If your asparagus is thin rather than medium, check its consistency now, as you may want to broil it for less time on the second side.
With tongs, turn the vegetables and paneer over. Place back in the oven and broil for three minutes. Rotate 180 degrees and broil for two more minutes.
At this point medium asparagus will be done. Test a spear of asparagus to check its consistency. If it needs more time, remove the scallions and paneer to a platter and broil the asparagus a minute or two longer.