This is my idea. Copyright, patent, whatever, Khannea 2017.

1. Find a gravel pile asteroid. Could just as easily be Metallic, Rocky, Muddy or Icy asteroid. Reduce spin of the asteroid (may also be done later, depending on how much energy it takes).
2. Vertically dig a hole in to the asteroid, about a mile deep, about (estimate) 10+ (?) meters thick.
3. Use small demolition charges to thoroughly crack and powderize the insides of the bore tunnel, redrill as required after “softening up the insides”.
3. Sink a inflatable pillar structure in to the tunnel. The inflatable structure is folded very tightly around a central axis, and the material is some kind of ultra-tough kevlar/mylar material.
4. Very very gradually inflate the structure inside the asteroid with a non-reactive gas, preferably helium. But I suppose Nitrogen will do. This inflatory process will gradually proceed, pushing the asteroid material to the sides and outward, much like a molehill. The material weighs next to nothing, or in case of a few kilometer asteroids hundreds of what it would weigh on earth. Mass is an issue, as well as friction, so inflate very gradually.
5. At total inflation the structure is a rugged mylar “zeppelin” that’s embedded inside the asteroid. It should be well over a kilometer big. Modern flexible materials are capable of this inflatory process.
6. Inject liquid water around the inflatable structure. Most asteroids should be very cold on the insides. Water will free and act as a cement around the inflatable. It will also isolate the inflatable from reactive gasses or fluids (methane, primarily) inside the asteroid’s interior.
7. Check the insides of the inflatable for holes. This inspection can at this stage be done with humans with air masks. If there is no influx of dangerous asteroidal material proceed.
8. Erect a structure of high rigidity, low mass girders that supports the balloon from the inside, since it will still be under significant atmospheric pressure. When a gridwork has been establishes, triplecheck for structural safety. Keep reinforcing the gridwork until the spherical chamber is absolutely safe.
9. Fill with earth-standard atmosphere, maybe a little extra inert gasses for safety. Wouldn’t want to have any big fires inside. Warm the space up to a balmy 5-15 degrees centigrade. Cap the outside end. In the end capping there are several human sized hatches, and one really big hatch that snuggly fits a spaceship.
10. Construct, with human engineers working in very very low gravity conditions and perfectly fine air pressure and heat, under well illuminated conditions the basic metal structure of a spin-habitat. The way to keep the spin structure in place (asteroid might get quakey/rumbly as it heats up) would ideally be with several round maglev rings, safely placed against outer inflatable walls.
11. Spin the habitat, much as if it were a clothes centifuge, inside the habitat. Add mud, air, water and trees. Add ergonomic, jacques fresco style housing. Add illumination on the inside. Raise kids there, walk (jog) the dog around the uhm “equatorial” avenue. Say hi to the neighbours.
12. Insane profit.

I call these “Khannea Habitats”. Full of hot air, spinning in place forever.