Once you have a significant atmosphere with a density of a hundredth of a millibar or so, it will stabilise itself as it becomes much colder with height. That is as long as you stick to oxygen and nitrogen (don't emit greenhouse gases, and an ozone layer is also bad)! Moon rotates so slowly that no strong winds will occur, I guess.
The important point is that once the pressure has dropped so far (with height) that the mean free path lenght get's into the kilometer range, the temperature must be so low that practically no particle has escape velocity any more.
The problem will be to get beyond the first step, when the gas molecules can still fly directly off the hot lighted moon surface into space, without hitting other molecules.