Make the caper shallot dressing: In a small bowl, whisk together the minced shallot, caper, dijon mustard, vinegar, salt, and pepper. Keep whisking the mixture while you slowly drizzle in the olive oil. Once the mixture is thoroughly combined, check it for seasoning and set aside.
Bring a medium saucepan of water to a boil over medium-high heat. Add the lentils to the water and a fat pinch of salt. Simmer the lentils until just tender, but still quite chewy, about 20 minutes. Drain the lentils and transfer them to a medium bowl. Toss the lentils with 2 tablespoons of the caper shallot dressing. Set aside.
Place the mini potatoes in the saucepan and cover them with an inch or two of cold water. Bring the pot to a boil over medium-high heat. Simmer the potatoes, uncovered, until tender when pierced with a knife, about 15-20 minutes. Drain the potatoes. As soon as you can handle them, cut the potatoes into quarters. Transfer cut potatoes to a medium bowl and toss with 2 tablespoons of the caper shallot dressing. Set aside.
Fill the saucepan with water one more time and bring it to a boil over medium-high heat. Add the green beans to the water with a pinch of salt. Simmer the green beans, uncovered, until they're crisp-tender, about 4-5 minutes. Drain the green beans and rinse with very cold water to stop the cooking process. Set aside.
Heat your grill to high. Toss the asparagus in olive oil, salt, and pepper. Place the asparagus on the grill. Cook until asparagus is crisp-tender and lightly charred, about 5 minutes. Remember to flip asparagus over at the halfway point.
Transfer grilled asparagus to a serving platter. In sections, top the asparagus with the lentils, potatoes, green beans, olives, and radishes. Drizzle the remaining caper shallot dressing over the salad, and garnish with the chives. Serve immediately.