Got to watch them meteors that do sharp turns to bleed off speed :^)
it’s possible to turn, once some of the meteor has broken/burnt off. You are assuming the meteor is made of a solid substance, whereas it probably is an amalgam.
Under stress, it can break, or burn off at different rates, which change the shape of the rock/meteor. Once this occurs, it *probably* will change direction — by how much is determined by the shape of what’s left.
Keep in mind, even it it was an “alien” or earth craft, you can’t change direction very fast (laws of physics at work here) and drag, of course. So unless it’s “magic” you won’t see 90 degree turns or such nonsense.