There was one who wanted to do Agartha, a concave world inside earth with one massive light source in the center.
It is possible, but it would need a different atmospheric model. I don't know how is the atmosphere supposed to work in a Dyson Sphere though .. what's holding it on the surface?
The SciFi Author, Ian.M.Banks, wrote of a type of world called a "shell world" it was entirely artificial, constructed in a series of concentric spere's each having its atmosphere trapped in place by the physical barrier of the next outermost sphere. Light was captured on the outermost surface and relayed by a defuse lighting system built into the underside of each next shell this was indestinguishable from a conventional planetry (surface) atmosphere. The main givaway as to the strange nature of the planet was that on each shell there was always evenly spread massive towers that rose from the surface and streched out of sight into the high atmosphere (supporting the next shell).
The attraction of this kind of planetry construction was its ruthless efficiency, a single planet sized sphere would house the equivilent land surface and population of perhaps 10-15 planets. Gravitational and magnetic fields were as normal because the core of the manufactured shell world was Iron providing both mass for gravity and the all important magnetoshpere to protect from deadly radiation.
The same author described Dyson Ring worlds which were NOT spherical but shaped as a hoop or band, much like a plain ring, the "ring world" would generate gravity and atmospheric inertia (coreorlis effect) by rotation. Its axis would be offset to the position of the nearest sun so that there were seasons, sunrise and sunsets.
