re: The lower Gravity should make tunneling easier.
There would still be difficulties of course... It would be interesting to do a "big dig" on Mars, the moon, and a few other places in the solar system: Would methane, radon, and other Earth-common sub-terranian gasses be encountered? Or would there be even greater dangers? Would geo-thermal heat increase at depth offering a "free" source of energy for the colony?
Entire off-world cities could be constructed in underground corridors. Maybe I could play golf on Mars! On an underground Links course! There might be a reason for me to visit there after all!
Scott Evil