Yes, pressed and shaped they could be baked until they were a strong ceramic load bearing shape that suited wall, roofd, door, ceilings Made with precision molds they would be a tight fit and they could be cemented together with a fusing cement that melted at a lower temperature than the blocks, as water would be hard to find and might fume off into the vacuum. In truth there will be 20-30 years of step by step progress and R&D before we reach the stage of doing this on the moon