Significant infrastructure is required to establish a long-term presence of humans on the lunar surface. In-situ resource utilization (ISRU) is a fundamental approach to ensure the viability of such construction. Here, we investigate the feasibility of constructing blast shields as one example of lunar infrastructure using unprocessed lunar boulders and an autonomous robotic excavator. First, we estimate the volume of unprocessed material required for the construction of blast shield segments. Secondly, we quantify the amount of available boulders in two exploration zones (located at the Shackleton-Henson Connecting Ridge and the Aristarchus Plateau pyroclastic deposit) using LRO NAC images and boulder size-frequency distribution laws. In addition, we showcase an alternative approach that relies on Diviner rock abundance data. Thirdly, we use a path planning algorithm to derive the distance, energy, and time required to collect local material and construct blast shield elements. Our results show that our construction method requires two orders of magnitudes less energy than alternative ISRU construction methods, while maintaining realistic mission time and payload capacity margins.