First we would artificially heat the moon, creating a weak atmosphere of water vapor, nitrogen, methane, and ammonia by melting suface ices. To heat the planet further, SF6 would be added to be make up around 0.1% of the atmosphere. As the surface water-ice begins to melt into a global ocean, electrolysis of the water could form most of the Oxygen, and Nitrogen can be made by bacteria which convert ammonia into nitrogenous compounds, to make it more Earth-like. Greenhouse gases alone wouldn't be enough to stabilize the temperature to Earth-like levels, so a hydrogen-fusion heat ring similar to Triton's could be built. Finally, a strong magnetic field generator would be constructed to keep Oberon safe from solar storms which may strip its atmosphere (being outside Uranus' magnetic field).
See also: Oberon Simulation