Our moon is convenient as a way station and a place for the first bio-generators. Ideally a spot at one of the poles for constant sun. The poles are also a target for ice in the depressions. An asteroid orbiting the moon or at a Lagrange point might use some of those assets while having its own advantages.
A spinning asteroid helps with artificial gravity and a way station for human recuperation or permanent habitations. If an asteroid with a long body is put into rotation so the 2 ends have ideal gravity and one side stays exposed to the sun, then a constant heat and power source. Heat by having the walls of the inner habitat at the right thickness to take advantage of the sun’s thermal.
The wall thickness of the habitat on the sun side is thick enough to take care of solar radiation and the habitat inside the asteroid is also protected from the cosmic radiation. Any radiation or toxins from the asteroid material is mitigated by the scrubbing nature of the bio-generator as it would have to do underground on moons or Mars.
Summary — asteroid put into an ideal spin for the artificial gravity and to take advantage of the sun solves so many of our first needs off-planet.