Your idea has some merit.

However I sure would not want the shell of my space station to be so fragile.

What about cracks?
There is bound to be stress and vibration.

It reminds me of an old idea you might like that proposed finding an asteroid that was mostly made of iron moving it to a huge solar mirror and melting it then inserting a tube into the molten blob to inject a gas bubble.

The idea was that the bubble would retain it's equalibrium inside the molten mass and then the iron would be allowed to cool and harden creating a hollow space station which was quite solid and provided a good deal of radiation protection.