Perhaps the most salient issue for space mining is the (frankly outrageous) cost getting objects not tightly bound to Earth's gravity safely on the surface. Even in orbit, relative velocities are huge, and it's no easy feat.
Right now we seem to just drop things from space. Many of them have rockets, and some have parachutes, both of which slow descent and let the heat build up dissipate, which means you can use less shielding. Of course, you really save money if you can reduce surface area, and so, as a percent of goods lost, dropping big ingots of e.g. palladium would be much better than shielding and dropping lots of small ones.
This might encourage artificial asteroid strikes of the most severe sort, though. Not a great system to use, I think we can all agree. But if you land in the ocean, water absorbs a lot of that energy, and you only have to deal with civilization-ending tsunamis.
Of course, if you could spread out the impact over time and space, it makes it much, much less dangerous. Wouldn't it be advisable to have floating half pipes around a land site, directing the tsunami up? If you hit off center of a circle, it'll smear out the kinetic energy, and the randomness added by having to go up over a barrier could only help (the barrier would probably need to be only several hundred meters tall, and might work better if it was destroyed in the process, but being progressively toppled different amounts over the course of the splash would help too).
You would want it anchored to the seafloor, obviously, but that would probably help the engineering of something that tall, so long as it's buoyant. A loose anchor would probably be best so it can bow into a v shape in the beginning of the impact, and bend backwards when the pressure wave arrives at the bottom, which might create a vacuum on the surface that the initial burst of water can land in?
I'd want to do an actual simulation before I make claims like "this idea has any merit at all", but if they say the first trillionaire will be a space miner, this type of thing might be in the budget.