Just about everything is slightly radioactive so saying something is radioactive is next to meaningless, it's a question of scale with some things being 1,000,000,000 times as radioactive as other things even though they are both 'safe'. The surface of an asteroid is probably be slightly more radioactive than average but they are planing on minding 100-500meter wide objects the vast majority of which are shielded by the ice and rock above them.
PS: Technically even 'pure' vacuum is slightly radioactive.
Keep in mind not all radioactive sources are created equal--every atom is different, and every isotope is different. Iron and nickel, for instance, are extremely stable and can be irradiated without serious consequences--unlike cobalt or gold, which can be added to a bomb to make it dirty.
So, because the bulk of the asteroid is very stable, and the remainder of it very precious, I would expect dealing with the radiation not to be a problem. The precious metals may in fact be somewhat irradiated, but then this is not waste--radioactive isotopes of many different metals see a lot of use in industry and medicine.
Also, your assumption that the material of the asteroids themselves must be radioactive is erroneous, that is not the case.