Well, after a little more research into the matter, it seems you *can* accomplish something in space while using a macro...
I'm using 2 macros:
AutoTarget
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/ui action targetSelf;
/pause 0.1;
/ui action cycleTargetOutward;
Follow
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/follow;
Here's how it works:
I fly up to an asteroid and use my mining laser to bust off a big chunk, then hit the big chunk with a few more shots to bust it up into the little chunks I want to collect.
As soon as the big chunk breaks into the little chunks I hit the AutoTarget macro to target the nearest little chunk, then I hit the Follow macro to go after it. As soon as my ship comes to bear on the targetted little asteroid chunk I fire up the tractor beam and pull it in.
From here it's just a matter of AutoTarget, Follow, Mining Laser to gobble up the rest of the asteroid bits.
This isn't a fully automated process as you have to break off the big chunk and then fire a few shots to break it down into the little chunks, but once you're at that point these 2 little macros will handle the targeting and positioning of your ship, you just gotta man the tractor beam to gobble the bits up. The whole process is much faster than manually chasing after all those little asteroid chunks.