Several observations, however, make no sense with respect to conservation of mass or energy.
Only if you don't suspend your belief. Simply because we cannot copy the technology or isn't factual, doesn't mean it doesn't have a technological explanation.
These include the arc reactor (energy seemingly out of nothing)
The arc reactor in the MCU is a highly efficient Palladium-core powered cold fusion reactor. This is later upgraded using a new element discovered by Howard Stark, as the Palladium-core arc reactor was poisoning Tony and was fairly weak for it's Iron Man powering job. In-universe, it is not creating energy out of nothing, it's just using science that doesn't work in the real world.
Mjolnir (apparently variable mass)
Again, considering the countless times they have stated that MCU Asgardian magic is just sufficiently advanced technology (even though Jane distinguished it), and they have ships that have no discernible propulsion so it can be implied as anti-gravity. If you can negate gravity, you can increase it as well.
And Hulk's transformation (increase in mass)
The hardest to explain. One Comic Word of God is that the Hulk absorbs ambient gamma radiation around him to transform. Even in 616, that seems very hard to swallow because of how much energy is needed. Even when you consider that gamma radiation in 616 and MCU is incredibly more powerful than real life gamma radiation.
But from Captain America, The Avengers, and Iron Man 2, we know that the Tesseract also works with (or just as a byproduct) Gamma Radiation. And Howard Stark developed the original Arc Reactor and discovered a new element using what he learned from the Tesseract. And the Tesseract can easily power interdimensional portals or space bridges, even when messed with by humans. So as a matter of logical extrapolation, Pym Particles, when shown, will likely connect to the existing overall world of Tesseract/Gamma Radiation based technology.
Update: From what we can tell without seeing the actual Ant Man movie (not yet released), from the supplementary material, the Pym Particles discovered and harnessed by Hank Pym do not yet tie into Gamma Radiation or the Tesseract.