This has happened to me before (especially when trying to post from a mobile phone), and I typically combine two of your suggested modes of action:
First, I delete the post. This solves the problem of having a "half-answer" hanging out there, subject to confusing users, prompting a barrage of comments seeking clarification, or worse, accruing a bunch of downvotes.
While it's deleted, I edit it to add the rest of my content. I can take as long as I need to do this, because it's as if the answer was never posted. The only people who can see my deleted posts are me and 10k+ users (who don't care).
Once I'm finished editing, I undelete the post. This causes it to show back up on the question, and it even has the original timestamp. For those who know or care about such things, the revision history will still give away that I deleted it, edited it, and undeleted it, but for most users, it'll look as if nothing out of the ordinary happened.
Anecdotally, I've noticed a fair number of other experienced users who do the same thing.
Note that the UI says "vote to delete", and technically it is still a vote, but your own vote is binding to delete one of your own answers (so long as it hasn't been accepted, which is unlikely, considering that it's incomplete!). Clicking the "delete" (or "undelete") link should just work—no moderator flags required.
Definitely don't post a new answer, though. There's just no point in that. The original one can always be edited, even when it's deleted. No reason to clutter things up with multiple answers.