There's an old SciFi story here: https://www.gutenberg.org/cache/epub/30797/pg30797-images.ht... that uses that idea as part of the plot. The hole is not very deep, maybe 150 feet, so the "glass" walls would presumably be strong enough. Much deeper, though, and the walls would almost certainly not be able to withstand the pressure.
What I was wondering when reading the story, though, was what happened to all the rock that was vaporized. It has to leave the hole, else it will prevent the energy beam (in the case of the story, a laser beam) from getting to the bottom of the hole. If you've ever seen smoke (or even steam) coming out of a smoke stack, you have to wonder how the efficiency of the beam would not be cut to zero after the first few feet.
What I was wondering when reading the story, though, was what happened to all the rock that was vaporized. It has to leave the hole, else it will prevent the energy beam (in the case of the story, a laser beam) from getting to the bottom of the hole. If you've ever seen smoke (or even steam) coming out of a smoke stack, you have to wonder how the efficiency of the beam would not be cut to zero after the first few feet.