As the idea of crewed outposts on the Moon gains momentum, In-Situ Resource Utilization (ISRU) technologies tend to become imperative to fulfill astronauts' needs. This article explores a way to use the lunar regolith as a source material for the additive manufacturing of complex objects, based on the selective laser melting (SLM) technique. A lunar regolith analog, Basalt of Pic d’Ysson (BPY), is used as a starting point for this study, to investigate the now demonstrated impact of amorphous analog content in the powder bed, substrate type, and post-SLM annealing treatments on the mechanical properties of 3D-printed objects. Improvements to the manufacturing and sample extraction stages are proposed to systematically reproduce the high compressive strength values obtained, thus contributing to the robustness and reliability of the process.