How to associate more changes to the same WI if the code review is still pending?

You can associate a change set if the code review is in "Pending" state (i,e no reviewer has started the review). However code review process doesn't allow change set association when the code review is "In Review" state (at least one of the reviewers has started the review). Even the java APIs will not allow that.
The reasoning behind this design is that the reviewer should not be putting effort to review the code which is going to get changed soon. It is better to ask reviewer to return the review and then associate new changes to the work item and again submit it for review.