I hope you are not a child abused by insects, roasting them with a magnifying glass. But you already know that this is possible. Artist Marcus Kaiser doing something similar, only instead of fried ants had sand, and instead of the usual magnifiers - a large Fresnel lens.
His printer was named SolarSinter. It prints three-dimensional objects in the sand.
The concept is similar to a conventional laser sintering 3D printer, but SolarSinter much less accurate than laser. But do not forget, this is Marcus - an artist, not a scientist, and its development is done for the sake of art, and not to create prosthetic knee joint or vertebral .