A new study published in Nature proposes the first true evidence of an "accessible cave conduit" on the Moon, located beneath the Mare Tranquillitatis pit. A future...
"Permanent lunar colonies could soon become an attainable target for space agencies"
This is great even from the standpoint of wanting to go to Mars since it means setting up camp in a cave is now possible to try out much closer to home first. Kinda like sleeping in a tent in your backyard first. Makes the moon that much more exciting to know there's caves too.
They've found hitting it with microwaves sinters it together pretty readily, so that would be the likely way they'd deal with it. Apparently also an effective way of making bricks out of it!