If you've read my QUILTBAG list, you know I write a fair number of asexual and demisexual characters. These are exactly the techniques I use -- sometimes they say it outright, but more often they just show or state disinterest in things that sexual people find compelling. A few of my aces self-identify as such, but many don't, and at least one is actively hiding it. So it usually comes through via actions or oblique dialog, rather than someone saying, "I'm asexual." And that's life. Until you get into an intimate situation with a friend or sweetheart -- or if you're an activist -- most people don't go around announcing their orientation.
Also, there's this cool article about Gandalf as asexual. While it's never made explicit in canon, it certainly fits. Gandalf doesn't seem to express interest in romantic or sexual activities. Also he is one of the Istari -- not quite mortal, not quite immortal, something in-between. It's common for wizards/shamans to be of alternative sex/gender/orientation.