The thermal multicomponent 1,3-dipolar cycloaddition (1,3-DC) of diethyl aminomalonate or α-amino esters (derived from glycine, alanine, phenylalanine, and phenylglycine) with ethyl glyoxylate and the corresponding dipolarophile such as maleimides, methyl acrylate, methyl fumarate, (E)-1,2-bis(phenylsulfonyl)ethylene, and electron deficient alkynes allows the diastereoselective synthesis of new polysubstituted pyrrolidine derivatives. Microwave-assisted heating processes give better results than conventional heating ones, affording endo-cycloadducts as major stereoisomers. In general, 2,5-cis-cycloadducts are preferentially formed according to the previous formation of the W-shaped dipole. Only in the 1,3-DC of the disulfone with phenylglycine and ethyl glyoxylate the corresponding exo-trans-cycloadduct was isolated. The compound endo-cis-4b, derived from phenylalanine, ethyl glyoxylate and N-benzylmaleimide, has been further transformed into a very complex diazabicyclo[2.2.1]octane skeleton with potential biological activity.