It was demonstrated during the past decade that ultra-short intense laser pulse tightly focused deep inside a transparent dielectric generates the energy density in excess of several MJ/cm$^3$. Such energy concentration with extremely high heating and quenching rates leads to unusual solid-plasma-solid transformation paths overcoming kinetic barriers to formation of previously unknown high-pressure material phases, which are preserved in the surrounding pristine crystal. These results were obtained with the pulse of Gaussian shape in space and in time. Recently it was shown that the Bessel-shaped pulse could transform much larger amount of a material and allegedly create even higher energy density than that was achieved with the Gaussian (GB) pulses. Here we present a succinct review of previous results and discuss the possible routes for achieving higher energy density employing the Bessel beams (BB) and take advantage of its unique properties.