If you want to be cautious about it, you could probably do something like tow the comet into orbit and then add it to the atmosphere a little at a time. Maybe by cutting off lots of small pieces and sending them into the atmosphere one at a time, or perhaps by vaporizing it and sending the vapor toward the planet. But hitting the planet with comets to add water and other gases would probably be something you would do early on in the process before lots of people were living there anyway. Once the atmosphere thickens, it's basically there to stay as far as humans are concerned. Dealing with the atmosphere deteriorating from low gravity+solar wind will be a problem for hundreds of thousands or millions of years in the future.