Why not melt a nickel-iron asteroid, inject a bubble of air into the center, and then spin it to create centripedal force.
That, combined with the air pressure from the inside... and none from the outside, would then spin a nickel-iron bubble, which would then cool into a hollow sphere.
Which would be the external armor/skin of a Death Star. All you’d then need to do would be to cut a whole into it and then start working on the insides.
John Ringo, in his "Live Free or Die" series, uses that concept, except he sticks ice at the center. As the heat approaches the center, the ice turns to steam which expands to metal bubble.