Couldn't you play some games with orbital mechanics, and use the Earth-Moon system to capture the asteroid as it goes by? You don't have to expend all the delta-v to move it into an Earth or Moon orbit - you just have to put enough there to aim it at one spot, and let gravity do the rest.
We want the damn things to pass by. If we try to capture them we have to maneuver their trajectory very very close! I have no idea of astrophysics but due to their high speed the distance where they'd be in orbit would likely be below the surface of the earth! The orbital speed at the earth's surface is only 7.9 km/s[1] which is rather slow for an asteroid this close to the sun.
Even if we found a favorable candidate it'd still be the difference between shooting at a mortar shell to change the direction away from you to avoid the shell hitting you, and shooting at the shell to get the shell to pass close to you. The later action has a much worse risk profile.
