Or just dig into the regolith.
Finally. I could never figure out why the idea of either partial earth-shelter or underground shelters weren't considered for Mars. A shallow tunnel with an inflatable habitat inside would seem to be the ideal shelter. It would be easier to keep warm and shielded from radiation. It's not like you have to worry about flooding. Digging equipment would be a heck of a lot easier to get to Mars than depleted uranium. I remember holding a 30mm DU round and couldn't believe how heavy it was. You could blast holes or caves, although blasting doesn't always yield a stable void. Or just pile up dirt around the structures and cement it in place.
Any of those should be feasible if DU shielding is on the table.