It was demonstrated during the past decade that an ultra-short intense laser pulse tightly-focused deep inside a transparent dielectric generates an energy density in excess of several MJ/cm3. Such an energy concentration with extremely high heating and fast quenching rates leads to unusual solid-plasma-solid transformation paths, overcoming kinetic barriers to the formation of previously unknown high-pressure material phases, which are preserved in the surrounding pristine crystal. These results were obtained with a pulse of a Gaussian shape in space and in time. Recently, it has been shown that the Bessel-shaped pulse could transform a much larger amount of material and allegedly create even higher energy density than what was achieved with the Gaussian beam (GB) pulses. Here, we present a succinct review of previous results and discuss the possible routes for achieving higher energy density employing the Bessel beam (BB) pulses and take advantage of their unique properties.