Re: more techo-wanking
You're still going to need a binder, regardless of whether the structure is 'printed', or cast. Agreed, 3D printing is over-hyped, especially when people propose it will replace typically moulded objects, but current buildings on earth are usually made of pre-made parts- be them bricks, steel beams or entire 'portacabins'- with additional cast concrete. Without a convenient builder's merchants nearby, '3D printing' is a suitable method. Caterpillar have researched it for terrestrial buildings.
Even if you are going to make a moon cave your habitat, you will still need to seal it- some sort of inflatable membrane that is then cured, perhaps- but that would probably have to be bought from Earth.
If you used a solar furnace, it might be possible to build a structure layer by layer by vitrifying lunar power. This would be akin to to selective laser sintering, an 'additive manufacturing' (akin to 3D printing) process used on Earth. This wouldn't require a binder. I don't know if it is possible, but a quick search turns up a PDF suggesting that lunar material has been sintered by meteorite impacts.
Or maybe robots that attach to iron rich asteroid and over (much) time direct them to the moon might be a way of getting appropriate materials.