You might be able to hand-wave this, but it's really really far-fetched.
Imagine a "smallish" supergiant blue star, ten times the mass of the Sun, merrily fusing hydrogen to helium, helium to carbon, neon, oxygen and so on. And at the center of it all, a growing core of unfusionable iron.
Normally this setup will lead to a supernova, and the force of the explosion would throw the now gaseous iron around.
But here, a freak event happens: a dense, compact degenerate star passes close enough and slowly enough to briefly create a contact binary pair. The Roche lobes are matched in such a way that most of neon, carbon and helium shells are stripped away from the large star, falling sharply against the smaller star and triggering a series of catastrophic explosions (a supercataclysmic variable). The end result of the process sees an asymmetric planetary nebula being thrown away, similar to what happens in some common envelope scenarios, a large part of the supergiant's core disrupted and the rogue star being flung away, momentarily rejuvenated by the light elements influx.
The remains of the large star collapse, but there is no longer sufficient energy to trigger a supernova. About half a solar mass of iron core is left. After the shock settles down, the star remnant is unable to sustain fusion and starts fizzling out.
A couple of million years later, you have a slowly cooling large object made of >90% iron, with a thin atmosphere of oxygen and neon, and a crust of carbon and iron compounds, much larger than Jupiter, with a surface gravity above 70 G (I made the calculations without considering that iron density at the center of such an object would be much greater than at normal temperature and pressure. So chances are that the radius is much less and surface gravity proportionally higher).
Or, possibly, the aborted supernova explosion might have lead to the birth of several large planetoids or "droplets" of iron, and some of them might have been slingshotted away from the primary. This makes for much smaller, but still enormous (think planet-sized) "blobs" of much purer iron, with a much lower surface gravity. These would be proportionally more exploitable.