>Also if assuming a radius of 1 AU, there may not be sufficient building material in the Solar System to construct a Dyson shell. Anders Sandberg estimates that there is 1.82×10^26 kg of easily usable building material in the Solar System, enough for a 1 AU shell with a mass of 600 kg/m2—about 8–20 cm thick on average, depending on the density of the material. This includes the hard-to-access cores of the gas giants; the inner planets alone provide only 11.79×10^24 kg, enough for a 1 AU shell with a mass of just 42 kg/m2.
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> - https://en.wikipedia.org/wiki/Dyson_sphere

So they'd need to dismantle the planets to even get 8-20 cm thickness.