Could placing an not very large asteroid inside a huge body of gl be a step into terraforming an asteroid?

This idea has been researched for at least fifty years, mainly as a means of capping a lunar base or colony, but could, as you propose, be used for an asteroid. (My suggestion is asteroid 4897 for selfish reasons--check it on wikipedia LOL). However, the substance of choice would not be gl, as there are other and better substances for the greenhouse effect (which would not be needed for an asteroid in an orbit near Earth's). The most complete proposals over the years have suggested using multiple layers of a plastic, probably with some sort of sealant between layers to close the inevitable breaches from small meteor impacts.