First you want to get your self-replicating probes occupying the Oort cloud, whatever. Get ready to sort and aim. You start with your "rocky" bodies, skipping them off of Venus' atmosphere, just ripping it off in big hunks, until you're down to about one Earth atmosphere.

Next, you flat up drop your icy bodies into Venus, because it really needs water.

During that time you'll want to start constructing your insolation shield, to help cool things down.

Only after that can you move Mercury into place.