Dear Evil Engineer: Could I build a solid gold castle?

This month, the Evil Engineer breaks some bad news to a villain who wants to live out their retirement like El Dorado.

Dear Evil Engineer,

After a long and lucrative career in real estate, I am ready to put my wealth to good use. I would like to build myself a castle from gold, à la El Dorado. When I say gold, I should specify that I mean solid gold, not gold leaf. I didn’t spend 50 years exploiting my workers, squashing my competition beneath falling pianos, fibbing to regulators, and siphoning off my employees’ pension to live out my retirement like a poseur in a shiny concrete chateau.

I am conveniently very rich, so money is no object. However, there may be technical impediments that I should take into account. To what extent will the tedious laws of nature force me to compromise on my dream retirement project?

Yours,

No relation to other noteworthy gold-loving villains