I have an optimistic view that building underground facilities on Mars/Lunar might not be a far-stretched idea. But I have never done any research into the idea so not whether it works or not.

Basically, reducing costs and tech requirements by going underground (since it is underground we do not need to terraform the planet, and it is less likely to leak oxygen to external environment). Digging dirts and stones is a solvable problem. So optimistically I believe this is just an engineering/cost problem.