Silica optical microspheres often exhibit ultra-high quality factors, yet their group velocity dispersion, which is crucial for nonlinear optics applications, can only be coarsely tuned. We experimentally demonstrate that group-velocity dispersion of a silica microsphere can be engineered by coating it with conformal nanometric layers of alumina yet preserving its ultra-high optical quality factors (∼107) at telecom wavelengths. Using the atomic layer deposition technique for the dielectric coating, which ensures nm-level thickness control, we not only achieve a fine dispersion tailoring but also maintain a low surface roughness and material absorption to ensure a low optical loss. Numerical simulations supporting our experimental results show that the alumina layer thickness is a promising technique for precise tuning of group-velocity dispersion. As an application, we demonstrate the generation of Kerr optical frequency combs, showing that the alumina coatings can also sustain the high optical intensities necessary for nonlinear optical phenomena.