I think I finally found out how to easily create underwater bases on ocean planets.
1. Plan it out/Acquire Materials if you haven't already.
2. Make a completely filled mold out of it with some cheap material (for example, Dirt).
3. Surround this mold with the material of your choice.
4. Remove the dirt inside. DO NOT DESTROY THE SURROUNDING MATERIAL.
5. You should have a pressurized and empty base, personalize it to your liking.