Near as I can tell, the concept scales across a broad range. The same principle could move a star...

Damn...didn't Niven do a latter-day RingWorld in which the ring jets are fired up, and its star is dragged along for the ride? Should he get credit for the original idea?

I'd be a little concerned about trying to move a "fragile, ice-filled volatile body" by heating one side of it, for fear of breaking it. For that matter, a gravitational towline would exert some stress on the object, and that might damage an icy body too. Then there's rotation to worry about, something that's not an issue for the gravity towline, unless the object is outgassing...as icy objects are wont to do. Ya know, when I think about it, a "fragile, ice-filled volatile body" is going to be a bitch to try and move no matter what technique you try.