Look up "rotating skyhooks" for one such scheme.
If we dragged in Psyche 16 into our neighborhood, it would make all gold here worthless. A NASA probe is already en route.
As to getting the stuff down, I imagine one could do that relatively low-tech; cut it into manageable chunks, wrap those in some kind of simple heat shielding, deorbit to some remote place and have some kind of parachute system slow it down enough to not disintegrate on impact; a chunk of solid gold should be able to take quite a beating.
Meanwhile, have a massive golden glider splashing down into the ocean somewhere near a cost, and have it towed by tug-boats towards the smelters, forges, metal works, catalyst producers, whatever...
I'm just spitballing here but.. crash it into the moon, mine it there, then use a mass driver to throw small pieces of it to earth?