Great idea...
Note that your idea would also work on a smaller scale. Link up to a nickel-iron asteroid that can take some pushing, and use it for the gravity tug, not just the spaceship. As an added bonus, you can use massdrivers for propulsion.
Another way to move a fragile, ice-filled volatile body would be to direct concentrated sunlight on one side from enormous mirrors and stimulate outgassing from that side. Not much thrust, but at least as much as gravity towing would provide.