The Verse in Numbers, which was published to go with the semi-official Complete and Official Map of the Verse (larger image here), has a listing on page 5.80 for the place Mr. Universe lived (at the bottom of the page it says "Population: Mr. Universe (deceased)"), it's just called "Station 2E" and it's apparently orbiting the star "Kalidasa" which appears on the bottom right of the map. I don't think it was really a moon at all since it doesn't have a planet listing at the top of the page (compare with something like "Lennox" on 5.75, which is a moon of the planet "Salisbury"), just a "Cortex relay station", although it does say it was "terraformed" in 2305 so that must mean it's built on some natural body.
Page 7.04 has more on Cortex relay stations, it's mentioned that in the mid 2200s terraforming was creating waste in the form of "large clouds of ionized particles and terraforming nanobots that were collecting in a planet’s Van Allen belts", and that there was also a problem with communications traffic overwhelming the existing Cortex system, and that:
These problems were seen as unrelated until one day when a Cortex
engineer started talking shop over lunch with a technician from DES. A
side project was created to see if there was some way the cloud could
be tuned so that it would pass transmissions. Instead, they discovered
that the ion cloud could act as a giant antenna. This solved the
problem faced by those charged with expanding Cortex coverage to keep
pace with outward expansion. A large asteroid or small moon could be
terraformed to create the Van Allen belts that the ion cloud needed as
a starting framework. With the cloud concentrations so high, the
asteroid chosen could be away from any star. A body could be selected
out in inter-cluster space. The cloud would amplify the weak solar
radiation that reached it, making the surface barely habitable for the
Cortex crews that would build the relay stations, antenna and server
Four large asteroids of terrafomable size were chosen to be the first
of the new Cortex Relay Stations. They were located in the L4 and L5
Lagrangian points for Georgia and Red Sun.
So, I think Mr. Universe's Cortex station was most likely meant to have been built on an asteroid, at least according to the writers of The Verse in Numbers. In our own solar system there are some large asteroids that are spherical like planets or moons, such as Ceres (due to be photographed up close by the Dawn probe in February 2015). Station 2E's listed diameter is 992 km, very close to the real diameter of Ceres which is estimated as 950 km.