How about items with scenery frames?
Let's say, there's a item called "Wall North East"
You purchase or craft it (carpenter profession, or at some "Sawmill" location

), go to your location and drop the item. (to prevent scenery spam in towns, it's coded to your tent location).
The wall part appears.
Positive sides: you actually are able to build your house.
Negative side: you must assume that you can't walk through the walls, since that would be actually possible. And you won't have functional doors.
Another solution: remember that exploit with plantable chests? You must, devs, because you fixed that.
So, if there's a possibility to 'plant' objects, it would be possible to 'plant' complete objects at the map without changing it.