Mars might not be worth the effort if you have good asteroid mining - you could say build a O'Neil type cylinders inside an asteroid from local resources and spin them up. Some of the Tech you need for mining might transfer directly into tech or building structures like this. For instance refining metals in zero-G via rotating smelters to separate materials might serve as system to spin up and control the cylinder rotation.

You might even get most of the stuff aside from metals as byproducts of the metal refining process (water, oxygen(from oxids) and carbon mostly). Nitrogen and Phosphor might need importing.

Most of the leftover asteroid serves as Protection against small collisions.