Interesting question. NuScale (
https://en.wikipedia.org/wiki/NuScale_Power) reactor appears to have a very low power density around 1.5 MW/m^3, by my estimate (2.7m dia, 20m tall, 60MWe -> 180MWth). They still rely on having coolant (water) present in the reactor to avoid a meltdown, although it should circulate automatically by boiling & condensing.
The trick is that something like 10% of a fission reactor's thermal output continues for many hours due to decay heat, whereas with a fusion reactor that can be orders of magnitude less, with appropriate material choices.