How would I train a new version of custom entity recognizer when adding a new entity?

Until comprehend exposes a feature where it allows the users to expand the entities for a given model by just providing annotations for the additional entities , you'd have to annotate all 11 entities on the document to get optimal performance . In the interim , however I'd suggest you to use the already trained model (on 10 entities) to annotate the document for the existing 10 entities, and then you'd to have just annotate for the new entity .