First, Asteroids could be considered Moons. Look at the Moons of Mars and... Pluto i think it is (though Pluto has been de-registered as a planet recently, so its more like an asteroid with another....um...asteroid) Neptune and Uranus may have similarly misshapen moons, but dont quote me.
Relatively speaking, only a few planets have spherical moons, namely: Earth, Jupiter and Saturn, and for the latter two, not all of them are spherical.
Second, Distant Stars mod has 'Moons' whereby certain planets have been reduced greatly in size to appear like a moon... but asteroids in GW's remain the same.
However, the scale in Sins precludes the ability to have realistic moons. Our own moon is 384403 km away, center to center. Thats 30 times the diameter of Earth. Its a long way away, and most of the asteroids in the game would actually be more in the position of an orbiting satelite (artificial), except, without artificially modifying/stabilising its orbit, some Resource Asteroids in Sins would actually crash into their host planets. Still, Rule of Cool, if it looks good, its better than the truth.
its a good idea, though, maybe for a certain type of planet, to have a spherical, colonisable moon that can be mined and colonised/armed
have a look at some mods in the modding forum (if you are using Impulse, you cant get to the Sins forums) heres a link: https://forums.sinsofasolarempire.com/forum/443
there are all sorts of things that may catch your fancy.
