Or you could just pile a lot of rock on top of rock, as much as five miles high if you like. Make a wall of this stuff hundreds or even thousands of miles long.
Warm clouds full of evaporated water would hit it, be forced up into colder air, and release the water.
It would then run down the rockpile and freeze, but the ice would flow down to warmer air closer to the surface, where it would melt amd you could harness the energy of the aggregated raindrops as they flow back to the sea.
If “building the wall” is politically unfeasible due to liberal tears, you could find some drifting continent and get it to smash into another continent. Wait a while, and the continents smashing together will make the wall for you.
No need for balloons, just be patient.