Consider an $M$-th order linear differential operator, $M\geq 2$, $$ \mathcal{L}^{(M)}=\sum_{k=0}^{M}\rho_{k}(z)\frac{d^k}{dz^k}, $$ where $\rho_M $ is a monic complex polynomial such that $degree[\rho_M]=M$ and $(\rho_k)_{k=0}^{M-1}$ are complex polynomials such that $degree[ \rho_k ]\leq k, 0\leq k \leq M-1$. It is known that the zero counting measure of its eigenpolynomials converges in the weak star sense to a measure $\mu$. We obtain an asymptotic expansion of the eigenpolynomials of $\mathcal{L}^{(M)}$ in compact subsets out the support of $\mu$. In particular, we solve a conjecture posed in G.~Masson and B.~Shapiro, ``On polynomial eigenfunctions of a hypergeometric type operator,'' Exper. Math., vol.~10, pp.~609--618, 2001.
