Watch this tutorial on creating 3D lines from Andrew Kramer:
3d Stroke Effect. Then change the particle type to one of the "Textured items" and create some kind of custom textured layer to make smoke.
Next you would want to adjust some of the physics(Inherit Velociy and Gravity)..basically change the line he created to look and behave like smoke.
Next you should take a look at(if you haven't already seen it) the
Smoke Trails tutorial, he uses particular but some of the compositing techniques might be helpful to you.
Just messing around I took his first project and used the smoke from the second project to make a rough smokey line. Take a look at that and it should get you started pretty good on creating smoke for your asteroid.
6150_3dstrokeeffect.zip
Johnny Cuevas, Editor
Thinkck.com
"I have not failed 700 times. I have succeeded in proving that those 700 ways will not work. When I have eliminated the ways that will not work, I will find the way that will work."
---THOMAS EDISON on inventing the light bulb.