With the growing presence of commercial spaceflight and NASA’s Lunar Artemis program, plans to establish a permanent lunar presence are in motion. A significant challenge for early Lunar exploration and settlement is the absence of familiar construction materials found on Earth. Transporting materials from Earth presents significant cost and logistical challenges, constraining construction efforts on the Moon. Lunar sandbags minimize reliance on Earth-sourced materials and maximize the use of the Moon's abundant natural resources, primarily rock and regolith. Inspired by historical construction methods and practices in resource-scarce regions, we propose prioritizing the establishment of a permanent Lunar Research Quarry and workshop. This facility would focus on harvesting Lunar regolith and rock, preparing them for construction, and researching to enhance understanding of these materials and the lunar geology.