Or even inflate domes inside the large natural tunnels and spray the outside with cement. Once hardened deflate the dome and pull it out the front door to use again.

Seriously though, power for the colonies and for mining will be plentiful if they have a reliable heat source.
There is nothing more energy dense then a nuclear reactor.
Put “polar cap dry ice” (CO2) into an old rocket fuel tanks, heat up with waste heat from the reactor, separate impurities (distill) and drain off the nitrogen and the water for other uses in the farm, then inject the CO2 liquid through a two-stage power turbine making use of high-pressure liquid then high-pressure gas before it’s vented into the vacuum where it refreezes into dry ice again. Theoretically, it’s more efficient than our water / steam reactors on earth.

Humans can’t live on the surface, and living quarters we bring to mars will be cramped. Mining tunnels will take time because equipment will be scarce until manufacturing is up and running. (mostly 3-D printers fed with iron meteorites… copper for electric motors might be a problem)
Lava tubes may be a solution for habitation, but dust and sharp rocks without raw materials nearby will be problematic.

Using a RTG to power a slightly used Mars lander with a mechanical arm to extend the RTG against the CO2 ice could melt entire living structures in the ice cap. (which is only slightly colder then nighttime temperatures of most of Mars) it seems to be the most efficient way to create habitable structures away from the wind, sun, dust with the minimal effort because CO2 as a gas will remove itself from the tunnels.
The Moxie will not only provide oxygen, but a waste product of pure carbon that when mixed with chemicals makes an excellent non-toxic insulation. (The living quarters must still be pressure vessels to prevent CO2 from the walls saturating breathing air to unhealthy levels)

Come to think of it, even underground structures will saturate breathing air with toxins. A sealant will be required, or melting the walls into glass. There’s plenty of sand on Mars, I can picture entire cities made of glass… If only we have enough heat!

Large meteor impacts creates heat and pressure that rivals a supernova. It wouldn’t surprise me that there are heavy metals in the Helenas basin, perhaps radioactive materials if we’re lucky.

The spent fuel could then be used to fuel a thermal TEG or RTG generator as a way to extend the use of the material.

Solar panels could be used to power smaller personal habitats.

Mars is a radiation blasted wasteland, so nuclear power seems harmless. We’ve designed past the “fission plant meltdown” issue, but even if we hadn’t, so what? Granted, one would want a backup in case the primary reactor turned into a puddle of radioactive slag, but it’s not as if a puddle of radioactive slag is a problem – as long as its outside.